+8,821.6%
TSM vs VO
+822.0%
+7,999.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.1% |
| 7D | -2.1% | -0.2% | -1.9% | -1.6% |
| 30D | -12.5% | +0.5% | -13.0% | -12.7% |
| 3M | -5.0% | -1.1% | -3.9% | -3.6% |
| 6M | -3.2% | +6.4% | -9.6% | -8.3% |
| YTD | +31.5% | +13.5% | +17.9% | +17.2% |
| 1Y | +35.7% | +13.6% | +22.1% | +20.9% |
| 3Y | +323.5% | +65.2% | +258.3% | +164.5% |
| 5Y | +263.4% | +37.7% | +225.6% | +171.7% |
| 10Y | +1,598.5% | +198.4% | +1,400.1% | +489.5% |
| All | +8,821.6% | +822.0% | +7,999.6% | +734.8% |
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