+83.6%
TSM vs VG
-44.6%
+128.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | +6.2% | +14.0% | -7.8% | +5.0% |
| 30D | -7.3% | -1.0% | -6.3% | -7.3% |
| 3M | -7.1% | -2.7% | -4.4% | -7.2% |
| 6M | +0.2% | +1.5% | -1.2% | -0.9% |
| YTD | +32.2% | +93.7% | -61.5% | +13.3% |
| 1Y | +42.8% | +68.5% | -25.8% | +25.2% |
| All | +83.6% | -44.6% | +128.1% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling