+1,002.1%
TSM vs VRT
+1,919.9%
-917.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.6% | -6.1% | +0.3% |
| 7D | -2.5% | -10.6% | +8.1% | +0.8% |
| 30D | -14.3% | -17.4% | +3.2% | -9.5% |
| 3M | -7.2% | -26.4% | +19.2% | +1.1% |
| 6M | -5.1% | -41.0% | +35.9% | +9.9% |
| YTD | +28.9% | +23.8% | +5.1% | +16.1% |
| 1Y | +37.1% | +11.6% | +25.5% | +27.1% |
| 3Y | +341.5% | +403.5% | -62.0% | +154.8% |
| 5Y | +245.7% | +647.0% | -401.3% | +65.2% |
| All | +1,002.1% | +1,919.9% | -917.8% | +328.3% |
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