+236.4%
TSM vs VRT
+561.8%
-325.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.9% | +5.2% |
| 7D | -7.6% | -21.4% | +13.8% | -0.1% |
| 30D | -20.5% | -25.8% | +5.3% | -12.9% |
| 3M | -10.0% | -33.5% | +23.5% | +1.7% |
| 6M | -10.1% | -49.0% | +39.0% | +9.6% |
| YTD | +24.5% | +12.9% | +11.6% | +15.7% |
| 1Y | +31.2% | 0.0% | +31.2% | +26.2% |
| 3Y | +322.0% | +361.8% | -39.8% | +156.5% |
| All | +236.4% | +561.8% | -325.4% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling