+5,755.2%
TSM vs VT
+345.0%
+5,410.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.1% | -6.7% | -6.5% |
| 7D | -18.2% | -4.2% | -14.1% | -14.2% |
| 30D | -26.8% | -5.8% | -21.0% | -21.7% |
| 3M | -14.5% | -5.2% | -9.2% | -9.0% |
| 6M | -10.0% | +0.1% | -10.2% | -8.7% |
| YTD | +17.1% | +8.2% | +8.9% | +10.4% |
| 1Y | +21.5% | +10.1% | +11.4% | +12.7% |
| 3Y | +300.4% | +69.7% | +230.7% | +148.6% |
| 5Y | +224.7% | +53.4% | +171.3% | +126.1% |
| 10Y | +1,372.7% | +219.2% | +1,153.4% | +434.7% |
| All | +5,755.2% | +345.0% | +5,410.2% | +1,574.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling