+411.0%
TSM vs VSH
+32.2%
+378.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | +6.0% | +6.2% | -0.2% | +3.7% |
| 30D | +4.5% | -11.1% | +15.6% | +8.7% |
| 3M | +3.1% | -44.9% | +48.0% | +25.2% |
| 6M | +30.2% | +90.0% | -59.7% | -5.6% |
| YTD | +45.2% | +118.8% | -73.6% | -1.5% |
| 1Y | +79.6% | +109.0% | -29.4% | +23.6% |
| 3Y | +411.0% | +35.6% | +375.3% | +316.7% |
| All | +411.0% | +32.2% | +378.7% | +316.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 3y: compounded portfolio wealth divided by compounded VSH 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…
3y analysis · Full analysis span regression · 6 months rolling