+13,186.1%
TSM vs VNQ
+392.1%
+12,794.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +6.0% | -0.4% | +6.4% | +6.2% |
| 30D | +4.5% | -2.5% | +7.1% | +5.9% |
| 3M | +3.1% | +1.4% | +1.7% | +1.8% |
| 6M | +30.2% | +4.6% | +25.7% | +26.3% |
| YTD | +45.2% | +10.5% | +34.7% | +36.8% |
| 1Y | +79.6% | +8.4% | +71.2% | +70.7% |
| 3Y | +411.0% | +32.4% | +378.6% | +332.3% |
| 5Y | +290.7% | +5.5% | +285.2% | +271.5% |
| 10Y | +1,753.6% | +59.1% | +1,694.5% | +1,283.8% |
| All | +13,186.1% | +392.1% | +12,794.0% | +4,749.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling