+1,753.6%
TSM vs VFC
-69.1%
+1,822.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +2.8% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | +4.5% | -11.9% | +16.5% | +7.6% |
| 3M | +3.1% | -20.2% | +23.3% | +7.9% |
| 6M | +30.2% | -23.0% | +53.2% | +37.2% |
| YTD | +45.2% | -26.2% | +71.4% | +53.9% |
| 1Y | +79.6% | -13.3% | +92.9% | +81.0% |
| 3Y | +411.0% | -25.5% | +436.5% | +382.8% |
| 5Y | +290.7% | -78.1% | +368.8% | +448.8% |
| 10Y | +1,753.6% | -68.8% | +1,822.4% | +2,384.7% |
| All | +1,753.6% | -69.1% | +1,822.7% | +2,384.7% |
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