+36.0%
TSM vs VT
+15.2%
+20.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -5.7% |
| 7D | -10.0% | -0.3% | -9.7% | -9.4% |
| 30D | -18.5% | -1.4% | -17.1% | -15.9% |
| 3M | -4.9% | -1.4% | -3.5% | -1.9% |
| 6M | -1.0% | +5.5% | -6.4% | -9.2% |
| YTD | +31.3% | +12.8% | +18.4% | +7.5% |
| 1Y | +36.0% | +15.4% | +20.6% | +7.6% |
| All | +36.0% | +15.2% | +20.8% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling