+8,057.6%
TSM vs VIG
+623.5%
+7,434.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.4% |
| 7D | +2.7% | -0.4% | +3.2% | +3.2% |
| 30D | +3.6% | -1.0% | +4.6% | +4.7% |
| 3M | -3.4% | +2.8% | -6.1% | -6.2% |
| 6M | +20.6% | +8.2% | +12.4% | +10.5% |
| YTD | +41.9% | +11.0% | +30.8% | +26.4% |
| 1Y | +84.4% | +16.1% | +68.2% | +56.4% |
| 3Y | +380.2% | +56.2% | +324.1% | +194.3% |
| 5Y | +275.3% | +63.0% | +212.3% | +120.2% |
| 10Y | +1,751.4% | +241.4% | +1,510.0% | +353.5% |
| All | +8,057.6% | +623.5% | +7,434.0% | +652.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling