+36.0%
TSM vs VRT
+12.3%
+23.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -12.9% | +10.7% | +2.4% |
| 7D | -10.0% | -15.4% | +5.4% | -4.7% |
| 30D | -18.5% | -19.0% | +0.4% | -12.7% |
| 3M | -4.9% | -23.8% | +19.0% | +3.6% |
| 6M | -1.0% | -37.9% | +36.9% | +15.1% |
| YTD | +31.3% | +27.0% | +4.3% | +17.2% |
| 1Y | +36.0% | +13.8% | +22.2% | +25.0% |
| All | +36.0% | +12.3% | +23.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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