+1,667.1%
TSM vs VST
+1,175.7%
+491.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.7% | +1.9% |
| 7D | +2.7% | +8.9% | -6.2% | +0.3% |
| 30D | +3.6% | +6.2% | -2.6% | +1.9% |
| 3M | -3.4% | -2.7% | -0.6% | -2.8% |
| 6M | +20.6% | -8.4% | +29.0% | +22.5% |
| YTD | +41.9% | -7.2% | +49.1% | +43.0% |
| 1Y | +84.4% | -20.9% | +105.3% | +92.7% |
| 3Y | +380.2% | +384.0% | -3.8% | +228.5% |
| 5Y | +275.3% | +757.1% | -481.7% | +128.4% |
| All | +1,667.1% | +1,175.7% | +491.4% | +840.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling