+1,643.1%
TSM vs VFC
-48.6%
+1,691.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -2.4% |
| 7D | +6.2% | +1.6% | +4.6% | +5.8% |
| 30D | -7.3% | +25.5% | -32.8% | -12.3% |
| 3M | -7.1% | +41.3% | -48.4% | -14.9% |
| 6M | +0.2% | +22.2% | -22.0% | -5.6% |
| YTD | +32.2% | +16.4% | +15.8% | +25.3% |
| 1Y | +42.8% | +38.4% | +4.4% | +29.2% |
| 3Y | +330.4% | +56.2% | +274.2% | +238.6% |
| 5Y | +263.9% | -68.2% | +332.1% | +371.3% |
| All | +1,643.1% | -48.6% | +1,691.7% | +1,943.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling