+1,502.2%
TSM vs VFC
-44.8%
+1,547.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.9% |
| 7D | -2.5% | +7.7% | -10.2% | -4.2% |
| 30D | -14.3% | +39.2% | -53.5% | -20.9% |
| 3M | -7.2% | +40.3% | -47.5% | -14.8% |
| 6M | -5.1% | +11.4% | -16.5% | -8.6% |
| YTD | +28.9% | +17.5% | +11.4% | +21.9% |
| 1Y | +37.1% | +45.9% | -8.8% | +22.5% |
| 3Y | +341.5% | +47.3% | +294.1% | +254.0% |
| 5Y | +245.7% | -67.2% | +312.9% | +343.3% |
| 10Y | +1,502.2% | -46.1% | +1,548.3% | +1,792.0% |
| All | +1,502.2% | -44.8% | +1,547.0% | +1,792.0% |
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