+1,570.7%
TSM vs VST
+1,147.5%
+423.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.1% | +2.6% |
| 7D | -2.1% | -6.0% | +4.0% | -0.6% |
| 30D | -12.5% | -18.8% | +6.2% | -7.7% |
| 3M | -5.0% | -8.0% | +3.0% | -3.4% |
| 6M | -3.2% | -10.9% | +7.7% | -1.1% |
| YTD | +31.5% | -18.3% | +49.8% | +36.4% |
| 1Y | +35.7% | -29.9% | +65.6% | +46.2% |
| 3Y | +323.5% | +290.3% | +33.2% | +203.2% |
| 5Y | +263.4% | +635.3% | -371.9% | +129.0% |
| All | +1,570.7% | +1,147.5% | +423.2% | +803.4% |
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