+41.0%
TSM vs VO
+13.5%
+27.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -0.4% |
| 7D | +14.8% | +2.9% | +11.9% | +9.2% |
| 30D | -8.9% | +1.0% | -9.9% | -9.8% |
| 3M | -5.3% | -1.7% | -3.5% | -1.6% |
| 6M | +2.6% | +6.7% | -4.1% | -6.6% |
| YTD | +34.5% | +14.0% | +20.5% | +11.5% |
| 1Y | +41.0% | +13.7% | +27.3% | +17.6% |
| All | +41.0% | +13.5% | +27.5% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling