+236.4%
TSM vs VFC
-67.4%
+303.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | -7.6% | +11.2% | -18.8% | -9.5% |
| 30D | -20.5% | +41.5% | -62.0% | -25.9% |
| 3M | -10.0% | +38.9% | -48.9% | -15.9% |
| 6M | -10.1% | +6.1% | -16.2% | -11.9% |
| YTD | +24.5% | +14.5% | +10.0% | +19.6% |
| 1Y | +31.2% | +46.0% | -14.8% | +19.7% |
| 3Y | +322.0% | +36.4% | +285.6% | +262.1% |
| All | +236.4% | -67.4% | +303.8% | +418.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling