+1,815.4%
TSM vs VIG
+241.3%
+1,574.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | +4.8% | -1.2% | +5.9% | +6.1% |
| 30D | +4.0% | -2.8% | +6.9% | +7.4% |
| 3M | +2.0% | +2.5% | -0.5% | -0.7% |
| 6M | +25.5% | +8.1% | +17.4% | +15.5% |
| YTD | +44.0% | +9.6% | +34.4% | +30.8% |
| 1Y | +75.4% | +14.2% | +61.3% | +52.8% |
| 3Y | +406.7% | +56.1% | +350.6% | +221.1% |
| 5Y | +285.0% | +62.8% | +222.1% | +135.3% |
| 10Y | +1,815.4% | +248.2% | +1,567.2% | +434.5% |
| All | +1,815.4% | +241.3% | +1,574.1% | +434.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling