+273.1%
TSM vs VSH
+64.7%
+208.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.6% | +1.0% |
| 7D | +2.7% | +4.1% | -1.3% | +1.0% |
| 30D | +3.6% | -4.2% | +7.8% | +4.9% |
| 3M | -3.4% | -50.0% | +46.6% | +25.5% |
| 6M | +20.6% | +80.2% | -59.6% | -14.7% |
| YTD | +41.9% | +121.1% | -79.2% | -9.8% |
| 1Y | +84.4% | +112.0% | -27.6% | +18.8% |
| 3Y | +380.2% | +22.5% | +357.7% | +295.0% |
| All | +273.1% | +64.7% | +208.5% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling