+79.6%
TSM vs VRT
+131.6%
-52.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +0.9% |
| 7D | +6.0% | +13.6% | -7.6% | +0.9% |
| 30D | +4.5% | +6.8% | -2.3% | +1.7% |
| 3M | +3.1% | -3.2% | +6.3% | +3.6% |
| 6M | +30.2% | +20.3% | +9.9% | +19.5% |
| YTD | +45.2% | +79.6% | -34.4% | +13.8% |
| 1Y | +79.6% | +139.0% | -59.4% | +30.7% |
| All | +79.6% | +131.6% | -52.0% | +30.7% |
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