+224.7%
TSM vs VST
+515.1%
-290.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -6.2% | -4.6% | -8.7% |
| 7D | -18.2% | -19.9% | +1.7% | -12.1% |
| 30D | -26.8% | -29.7% | +2.9% | -18.1% |
| 3M | -14.5% | -19.6% | +5.1% | -8.8% |
| 6M | -10.0% | -29.4% | +19.4% | -0.4% |
| YTD | +17.1% | -29.7% | +46.8% | +28.5% |
| 1Y | +21.5% | -40.0% | +61.6% | +39.9% |
| 3Y | +300.4% | +231.0% | +69.4% | +168.1% |
| 5Y | +224.7% | +500.1% | -275.3% | +88.3% |
| All | +224.7% | +515.1% | -290.3% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling