+9,525.5%
TSM vs VGT
+2,283.9%
+7,241.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.5% |
| 7D | +2.7% | +1.0% | +1.7% | +1.7% |
| 30D | +3.6% | +1.3% | +2.3% | +2.2% |
| 3M | -3.4% | -1.1% | -2.2% | -1.5% |
| 6M | +20.6% | +32.6% | -12.0% | -8.5% |
| YTD | +41.9% | +29.0% | +12.9% | +10.8% |
| 1Y | +84.4% | +39.7% | +44.7% | +33.4% |
| 3Y | +380.2% | +120.9% | +259.3% | +126.6% |
| 5Y | +275.3% | +133.6% | +141.8% | +65.4% |
| 10Y | +1,751.4% | +792.6% | +958.8% | +98.6% |
| All | +9,525.5% | +2,283.9% | +7,241.6% | +248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling