+236.4%
TSM vs VMC
+42.5%
+193.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.8% |
| 7D | -7.6% | +0.5% | -8.1% | -7.8% |
| 30D | -20.5% | +15.8% | -36.3% | -26.1% |
| 3M | -10.0% | +0.6% | -10.6% | -10.6% |
| 6M | -10.1% | -4.0% | -6.0% | -9.5% |
| YTD | +24.5% | -0.3% | +24.8% | +21.9% |
| 1Y | +31.2% | -0.5% | +31.7% | +28.6% |
| 3Y | +322.0% | +39.6% | +282.4% | +238.7% |
| All | +236.4% | +42.5% | +193.9% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling