+76.9%
TSM vs VMC
-12.5%
+89.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.8% |
| 7D | +6.0% | -0.5% | +6.6% | +6.2% |
| 30D | +4.5% | -9.1% | +13.6% | +7.3% |
| 3M | +3.1% | -4.1% | +7.2% | +2.5% |
| 6M | +30.2% | -5.5% | +35.7% | +29.7% |
| YTD | +45.2% | -8.9% | +54.1% | +44.3% |
| All | +76.9% | -12.5% | +89.3% | +78.5% |
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