+273.1%
TSM vs VRT
+900.3%
-627.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | +1.4% |
| 7D | +2.7% | +9.1% | -6.4% | -0.2% |
| 30D | +3.6% | +0.9% | +2.7% | +3.1% |
| 3M | -3.4% | -13.4% | +10.0% | +0.3% |
| 6M | +20.6% | +11.7% | +8.9% | +14.5% |
| YTD | +41.9% | +73.2% | -31.4% | +15.7% |
| 1Y | +84.4% | +123.4% | -39.1% | +37.6% |
| 3Y | +380.2% | +606.2% | -225.9% | +155.3% |
| All | +273.1% | +900.3% | -627.1% | +63.9% |
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