+20.6%
TSM vs VG
+32.1%
-11.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.8% |
| 7D | +2.7% | +1.7% | +1.0% | +3.0% |
| 30D | +3.6% | +16.0% | -12.4% | +6.1% |
| 3M | -3.4% | +9.7% | -13.1% | -0.8% |
| 6M | +20.6% | +29.6% | -9.0% | +28.0% |
| All | +20.6% | +32.1% | -11.4% | +28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling