+33.0%
TSM vs VFC
+42.4%
-9.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.0% |
| 7D | -2.5% | +7.7% | -10.2% | -3.7% |
| 30D | -14.3% | +39.2% | -53.5% | -19.4% |
| 3M | -7.2% | +40.3% | -47.5% | -13.1% |
| 6M | -5.1% | +11.4% | -16.5% | -7.0% |
| YTD | +28.9% | +17.5% | +11.4% | +23.3% |
| All | +33.0% | +42.4% | -9.4% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling