+270.1%
TSM vs VRT
+688.8%
-418.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.4% |
| 7D | +14.8% | +18.6% | -3.8% | +8.4% |
| 30D | -8.9% | -11.7% | +2.7% | -6.0% |
| 3M | -5.3% | -27.3% | +22.0% | +3.8% |
| 6M | +2.6% | -42.9% | +45.5% | +20.4% |
| YTD | +34.5% | +29.5% | +5.0% | +19.2% |
| 1Y | +41.0% | +21.0% | +20.0% | +27.2% |
| 3Y | +333.1% | +403.1% | -70.0% | +154.0% |
| 5Y | +270.1% | +688.8% | -418.7% | +80.3% |
| All | +270.1% | +688.8% | -418.7% | +80.3% |
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 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