+90.3%
TSM vs VG
-46.6%
+136.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +3.8% |
| 7D | +4.4% | +5.5% | -1.1% | +4.0% |
| 30D | -7.0% | -3.6% | -3.4% | -6.8% |
| 3M | -1.8% | -4.0% | +2.2% | -1.7% |
| 6M | +2.7% | +9.4% | -6.7% | +0.6% |
| YTD | +37.1% | +86.6% | -49.5% | +17.8% |
| 1Y | +43.5% | +69.5% | -26.0% | +25.0% |
| All | +90.3% | -46.6% | +136.9% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling