+1,358.7%
TSM vs VST
+866.2%
+492.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -6.2% | -4.6% | -9.1% |
| 7D | -18.2% | -19.9% | +1.7% | -13.2% |
| 30D | -26.8% | -29.7% | +2.9% | -19.6% |
| 3M | -14.5% | -19.6% | +5.1% | -9.7% |
| 6M | -10.0% | -29.4% | +19.4% | -2.0% |
| YTD | +17.1% | -29.7% | +46.8% | +26.7% |
| 1Y | +21.5% | -40.0% | +61.6% | +36.8% |
| 3Y | +300.4% | +231.0% | +69.4% | +200.2% |
| 5Y | +224.7% | +500.1% | -275.3% | +115.6% |
| 10Y | +1,372.7% | +1,004.2% | +368.5% | +728.3% |
| All | +1,358.7% | +866.2% | +492.5% | +734.0% |
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