+280.2%
TSM vs VNQ
+7.0%
+273.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.8% |
| 7D | +1.0% | -1.3% | +2.3% | +1.7% |
| 30D | +1.0% | -2.6% | +3.5% | +2.4% |
| 3M | +2.9% | -2.0% | +4.9% | +3.4% |
| 6M | +22.8% | +4.3% | +18.5% | +18.6% |
| YTD | +43.3% | +9.2% | +34.1% | +34.6% |
| 1Y | +69.2% | +5.6% | +63.6% | +61.9% |
| 3Y | +404.5% | +30.8% | +373.7% | +312.3% |
| All | +280.2% | +7.0% | +273.2% | +266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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