+296.9%
TSM vs VST
+229.5%
+67.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -6.2% | -4.6% | -8.6% |
| 7D | -18.2% | -19.9% | +1.7% | -11.9% |
| 30D | -26.8% | -29.7% | +2.9% | -17.7% |
| 3M | -14.5% | -19.6% | +5.1% | -8.6% |
| 6M | -10.0% | -29.4% | +19.4% | 0.0% |
| YTD | +17.1% | -29.7% | +46.8% | +28.9% |
| 1Y | +21.5% | -40.0% | +61.6% | +40.7% |
| All | +296.9% | +229.5% | +67.4% | +223.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling