+1,024.4%
TSM vs VRT
+1,856.9%
-832.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +3.0% |
| 7D | -2.1% | -17.7% | +15.6% | +4.0% |
| 30D | -12.5% | -20.0% | +7.5% | -6.8% |
| 3M | -5.0% | -28.1% | +23.1% | +4.3% |
| 6M | -3.2% | -42.8% | +39.6% | +13.2% |
| YTD | +31.5% | +20.0% | +11.5% | +19.7% |
| 1Y | +35.7% | +3.5% | +32.2% | +28.9% |
| 3Y | +323.5% | +366.1% | -42.6% | +149.6% |
| 5Y | +263.4% | +632.2% | -368.8% | +74.8% |
| All | +1,024.4% | +1,856.9% | -832.6% | +341.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling