+322.0%
TSM vs VSH
+6.8%
+315.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.6% | +4.2% |
| 7D | -7.6% | -12.9% | +5.4% | -2.8% |
| 30D | -20.5% | -36.9% | +16.4% | -6.6% |
| 3M | -10.0% | -28.8% | +18.8% | +0.4% |
| 6M | -10.1% | -30.3% | +20.2% | -3.0% |
| YTD | +24.5% | +62.4% | -37.9% | -6.4% |
| 1Y | +31.2% | +62.5% | -31.3% | -1.6% |
| 3Y | +322.0% | +7.4% | +314.6% | +269.1% |
| All | +322.0% | +6.8% | +315.1% | +269.1% |
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