+1,643.1%
TSM vs VMC
+125.2%
+1,517.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +6.2% | -1.3% | +7.5% | +6.7% |
| 30D | -7.3% | +15.5% | -22.7% | -12.3% |
| 3M | -7.1% | +0.6% | -7.7% | -7.7% |
| 6M | +0.2% | +2.1% | -1.8% | -1.7% |
| YTD | +32.2% | -1.6% | +33.8% | +31.1% |
| 1Y | +42.8% | -1.2% | +44.0% | +41.3% |
| 3Y | +330.4% | +35.3% | +295.1% | +277.4% |
| 5Y | +263.9% | +43.6% | +220.3% | +208.0% |
| All | +1,643.1% | +125.2% | +1,517.9% | +1,109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling