+1,831.4%
TSM vs VMC
+155.1%
+1,676.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.9% |
| 7D | +6.0% | -0.5% | +6.6% | +6.2% |
| 30D | +4.5% | -9.1% | +13.6% | +8.0% |
| 3M | +3.1% | -4.1% | +7.2% | +3.9% |
| 6M | +30.2% | -5.5% | +35.7% | +31.7% |
| YTD | +45.2% | -8.9% | +54.1% | +48.5% |
| 1Y | +79.6% | -12.9% | +92.5% | +86.4% |
| 3Y | +411.0% | +22.1% | +388.8% | +368.2% |
| 5Y | +290.7% | +52.7% | +238.0% | +229.4% |
| All | +1,831.4% | +155.1% | +1,676.3% | +1,288.9% |
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