+265.7%
TSM vs VGT
+103.7%
+162.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | +0.2% |
| 7D | +6.2% | +2.5% | +3.7% | +3.4% |
| 30D | -7.3% | -9.5% | +2.2% | +3.8% |
| 3M | -7.1% | -9.5% | +2.4% | +4.0% |
| 6M | +0.2% | -1.8% | +2.0% | +3.6% |
| YTD | +32.2% | +18.4% | +13.8% | +12.4% |
| 1Y | +42.8% | +18.7% | +24.0% | +21.1% |
| 3Y | +330.4% | +103.8% | +226.6% | +122.3% |
| All | +265.7% | +103.7% | +162.0% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling