+1,564.8%
TSM vs VO
+197.5%
+1,367.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +0.7% |
| 7D | -2.5% | -0.1% | -2.4% | -2.1% |
| 30D | -14.3% | +0.5% | -14.8% | -14.4% |
| 3M | -7.2% | -1.0% | -6.2% | -5.9% |
| 6M | -5.1% | +6.4% | -11.6% | -10.3% |
| YTD | +28.9% | +13.6% | +15.3% | +14.6% |
| 1Y | +37.1% | +14.5% | +22.6% | +21.0% |
| 3Y | +341.5% | +67.2% | +274.2% | +173.5% |
| 5Y | +245.7% | +36.1% | +209.6% | +160.4% |
| All | +1,564.8% | +197.5% | +1,367.4% | +552.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling