+7,632.8%
TSM vs VIG
+655.7%
+6,977.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +14.8% | +3.1% | +11.8% | +10.8% |
| 30D | -8.9% | +5.0% | -13.9% | -13.9% |
| 3M | -5.3% | +2.7% | -7.9% | -8.1% |
| 6M | +2.6% | +11.0% | -8.4% | -8.9% |
| YTD | +34.5% | +16.0% | +18.5% | +14.0% |
| 1Y | +41.0% | +16.3% | +24.7% | +19.3% |
| 3Y | +333.1% | +66.8% | +266.3% | +145.8% |
| 5Y | +270.1% | +64.8% | +205.3% | +114.5% |
| 10Y | +1,608.7% | +263.6% | +1,345.1% | +288.6% |
| All | +7,632.8% | +655.7% | +6,977.1% | +578.3% |
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