+11,954.4%
TSM vs VMC
+1,349.0%
+10,605.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.7% |
| 7D | -7.6% | +0.5% | -8.1% | -7.8% |
| 30D | -20.5% | +15.8% | -36.3% | -25.4% |
| 3M | -10.0% | +0.6% | -10.6% | -10.7% |
| 6M | -10.1% | -4.0% | -6.0% | -9.7% |
| YTD | +24.5% | -0.3% | +24.8% | +22.6% |
| 1Y | +31.2% | -0.5% | +31.7% | +29.3% |
| 3Y | +322.0% | +39.6% | +282.4% | +259.4% |
| 5Y | +245.3% | +50.1% | +195.2% | +182.0% |
| 10Y | +1,465.8% | +163.9% | +1,301.9% | +826.5% |
| All | +11,954.4% | +1,349.0% | +10,605.4% | +1,665.6% |
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