+397.0%
TSM vs VFC
-24.8%
+421.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.5% |
| 7D | +2.7% | -1.6% | +4.3% | +3.0% |
| 30D | +3.6% | -11.6% | +15.2% | +5.5% |
| 3M | -3.4% | -18.1% | +14.7% | -0.7% |
| 6M | +20.6% | -27.4% | +48.0% | +25.9% |
| YTD | +41.9% | -24.8% | +66.7% | +47.1% |
| 1Y | +84.4% | -8.2% | +92.6% | +84.5% |
| All | +397.0% | -24.8% | +421.8% | +390.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling