+290.7%
TSM vs VIG
+63.6%
+227.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +3.4% |
| 7D | +6.0% | -0.4% | +6.4% | +6.6% |
| 30D | +4.5% | -2.1% | +6.6% | +7.4% |
| 3M | +3.1% | +3.3% | -0.2% | -1.3% |
| 6M | +30.2% | +9.3% | +20.9% | +16.0% |
| YTD | +45.2% | +10.1% | +35.1% | +28.4% |
| 1Y | +79.6% | +14.7% | +64.8% | +51.1% |
| 3Y | +411.0% | +56.9% | +354.0% | +195.9% |
| 5Y | +290.7% | +62.9% | +227.8% | +119.0% |
| All | +290.7% | +63.6% | +227.1% | +119.0% |
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