+13,634.3%
TSM vs VFC
+168.0%
+13,466.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.0% |
| 7D | +2.7% | -1.6% | +4.3% | +3.3% |
| 30D | +3.6% | -11.6% | +15.2% | +7.9% |
| 3M | -3.4% | -18.1% | +14.7% | +2.2% |
| 6M | +20.6% | -27.4% | +48.0% | +32.4% |
| YTD | +41.9% | -24.8% | +66.7% | +52.9% |
| 1Y | +84.4% | -8.2% | +92.6% | +81.9% |
| 3Y | +380.2% | -29.1% | +409.3% | +338.9% |
| 5Y | +275.3% | -79.2% | +354.5% | +453.0% |
| 10Y | +1,751.4% | -68.1% | +1,819.5% | +1,932.9% |
| All | +13,634.3% | +168.0% | +13,466.3% | +4,193.2% |
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