+36.0%
TSM vs VMC
+3.7%
+32.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.6% | -6.8% | -3.2% |
| 7D | -10.0% | +12.3% | -22.3% | -12.4% |
| 30D | -18.5% | +21.2% | -39.8% | -22.5% |
| 3M | -4.9% | +4.6% | -9.5% | -5.5% |
| 6M | -1.0% | +3.9% | -4.8% | -2.3% |
| YTD | +31.3% | +5.0% | +26.3% | +23.4% |
| 1Y | +36.0% | +2.6% | +33.4% | +29.6% |
| All | +36.0% | +3.7% | +32.3% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling