+35.7%
TSM vs VG
+35.0%
+0.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +2.1% |
| 7D | -2.1% | -7.7% | +5.6% | -2.6% |
| 30D | -12.5% | -8.8% | -3.7% | -12.9% |
| 3M | -5.0% | -15.6% | +10.6% | -5.9% |
| 6M | -3.2% | +5.2% | -8.4% | -1.5% |
| YTD | +31.5% | +76.9% | -45.4% | +28.2% |
| 1Y | +35.7% | +42.5% | -6.8% | +34.3% |
| All | +35.7% | +35.0% | +0.7% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling