+31.2%
TSM vs VG
+48.6%
-17.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | -7.6% | -22.0% | +14.5% | -9.0% |
| 30D | -20.5% | -11.6% | -8.8% | -20.9% |
| 3M | -10.0% | -14.9% | +4.9% | -10.6% |
| 6M | -10.1% | -3.5% | -6.5% | -9.0% |
| YTD | +24.5% | +70.0% | -45.5% | +20.3% |
| 1Y | +31.2% | +50.0% | -18.8% | +28.1% |
| All | +31.2% | +48.6% | -17.5% | +28.1% |
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