+13,634.3%
TSM vs VMC
+1,246.1%
+12,388.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +1.9% | +2.5% |
| 7D | +2.7% | -4.3% | +7.1% | +4.6% |
| 30D | +3.6% | -8.2% | +11.8% | +7.2% |
| 3M | -3.4% | -7.0% | +3.7% | -1.3% |
| 6M | +20.6% | -10.8% | +31.4% | +25.2% |
| YTD | +41.9% | -7.4% | +49.3% | +44.6% |
| 1Y | +84.4% | -9.5% | +93.9% | +89.4% |
| 3Y | +380.2% | +20.5% | +359.8% | +335.4% |
| 5Y | +275.3% | +51.6% | +223.8% | +206.1% |
| 10Y | +1,751.4% | +150.0% | +1,601.3% | +1,020.9% |
| All | +13,634.3% | +1,246.1% | +12,388.3% | +1,982.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling