+411.2%
TSM vs VGT
+123.9%
+287.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.6% |
| 7D | +6.0% | +1.8% | +4.2% | +3.7% |
| 30D | +4.5% | -0.3% | +4.8% | +4.9% |
| 3M | +3.1% | +3.4% | -0.3% | -0.5% |
| 6M | +30.2% | +35.0% | -4.8% | -9.2% |
| YTD | +45.2% | +28.8% | +16.4% | +7.2% |
| 1Y | +79.6% | +38.0% | +41.6% | +22.3% |
| All | +411.2% | +123.9% | +287.3% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 3y: compounded portfolio wealth divided by compounded VGT 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…
3y analysis · Full analysis span regression · 6 months rolling