+12,377.6%
TSM vs VFC
+319.0%
+12,058.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.6% |
| 7D | -2.5% | +7.7% | -10.2% | -4.9% |
| 30D | -14.3% | +39.2% | -53.5% | -23.8% |
| 3M | -7.2% | +40.3% | -47.5% | -18.0% |
| 6M | -5.1% | +11.4% | -16.5% | -10.4% |
| YTD | +28.9% | +17.5% | +11.4% | +18.5% |
| 1Y | +37.1% | +45.9% | -8.8% | +15.9% |
| 3Y | +341.5% | +47.3% | +294.1% | +214.4% |
| 5Y | +245.7% | -67.2% | +312.9% | +334.7% |
| 10Y | +1,502.2% | -46.1% | +1,548.3% | +1,348.2% |
| All | +12,377.6% | +319.0% | +12,058.6% | +3,225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling