+263.4%
TSM vs VIG
+64.1%
+199.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +1.7% |
| 7D | -2.1% | +1.0% | -3.0% | -3.1% |
| 30D | -12.5% | +4.5% | -17.1% | -17.5% |
| 3M | -5.0% | +2.1% | -7.1% | -7.6% |
| 6M | -3.2% | +10.5% | -13.7% | -15.1% |
| YTD | +31.5% | +15.1% | +16.4% | +9.7% |
| 1Y | +35.7% | +16.9% | +18.8% | +11.0% |
| 3Y | +323.5% | +65.6% | +257.9% | +128.0% |
| 5Y | +263.4% | +64.4% | +199.0% | +100.7% |
| All | +263.4% | +64.1% | +199.2% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling