+9,525.5%
TSM vs VO
+827.2%
+8,698.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.1% |
| 7D | +2.7% | -0.3% | +3.0% | +3.0% |
| 30D | +3.6% | -0.3% | +3.9% | +4.0% |
| 3M | -3.4% | +2.9% | -6.3% | -5.8% |
| 6M | +20.6% | +9.3% | +11.3% | +11.1% |
| YTD | +41.9% | +14.2% | +27.7% | +25.4% |
| 1Y | +84.4% | +15.3% | +69.1% | +61.6% |
| 3Y | +380.2% | +56.2% | +324.0% | +215.9% |
| 5Y | +275.3% | +42.4% | +232.9% | +170.7% |
| 10Y | +1,751.4% | +194.7% | +1,556.6% | +548.7% |
| All | +9,525.5% | +827.2% | +8,698.3% | +792.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling