+224.7%
TSM vs VT
+53.2%
+171.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.1% | -6.7% | -4.3% |
| 7D | -18.2% | -4.2% | -14.1% | -12.2% |
| 30D | -26.8% | -5.8% | -21.0% | -19.1% |
| 3M | -14.5% | -5.2% | -9.2% | -6.3% |
| 6M | -10.0% | +0.1% | -10.2% | -8.3% |
| YTD | +17.1% | +8.2% | +8.9% | +6.8% |
| 1Y | +21.5% | +10.1% | +11.4% | +8.2% |
| 3Y | +300.4% | +69.7% | +230.7% | +103.1% |
| 5Y | +224.7% | +53.4% | +171.3% | +91.9% |
| All | +224.7% | +53.2% | +171.5% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling