+1,410.4%
TSM vs VST
+1,112.0%
+298.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.6% | -4.2% | +3.4% |
| 7D | -7.6% | -9.8% | +2.3% | -5.1% |
| 30D | -20.5% | -25.1% | +4.7% | -14.2% |
| 3M | -10.0% | -11.6% | +1.6% | -7.4% |
| 6M | -10.1% | -20.9% | +10.9% | -5.0% |
| YTD | +24.5% | -22.3% | +46.8% | +31.0% |
| 1Y | +31.2% | -32.0% | +63.2% | +42.6% |
| 3Y | +322.0% | +262.4% | +59.6% | +207.9% |
| 5Y | +245.3% | +563.4% | -318.1% | +122.6% |
| All | +1,410.4% | +1,112.0% | +298.3% | +710.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling