+36.0%
TSM vs VIG
+19.5%
+16.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -5.5% |
| 7D | -10.0% | +2.7% | -12.7% | -13.8% |
| 30D | -18.5% | +7.0% | -25.5% | -27.5% |
| 3M | -4.9% | +4.0% | -8.9% | -11.0% |
| 6M | -1.0% | +12.3% | -13.2% | -19.7% |
| YTD | +31.3% | +16.4% | +14.9% | -0.2% |
| 1Y | +36.0% | +19.2% | +16.8% | +0.5% |
| All | +36.0% | +19.5% | +16.5% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling