+411.0%
TSM vs VO
+57.7%
+353.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +3.2% |
| 7D | +6.0% | +0.6% | +5.4% | +5.1% |
| 30D | +4.5% | -1.1% | +5.6% | +6.1% |
| 3M | +3.1% | +4.5% | -1.4% | -2.8% |
| 6M | +30.2% | +11.1% | +19.1% | +13.7% |
| YTD | +45.2% | +13.5% | +31.7% | +23.4% |
| 1Y | +79.6% | +14.5% | +65.1% | +51.2% |
| 3Y | +411.0% | +58.1% | +352.9% | +196.1% |
| All | +411.0% | +57.7% | +353.2% | +196.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling