+373.1%
TSM vs VST
+372.0%
+1.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.7% | +1.6% |
| 7D | +2.7% | +8.9% | -6.2% | -0.3% |
| 30D | +3.6% | +6.2% | -2.6% | +1.4% |
| 3M | -3.4% | -2.7% | -0.6% | -2.7% |
| 6M | +20.6% | -8.4% | +29.0% | +22.8% |
| YTD | +41.9% | -7.2% | +49.1% | +42.9% |
| 1Y | +84.4% | -20.9% | +105.3% | +94.4% |
| All | +373.1% | +372.0% | +1.1% | +231.4% |
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 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