+6,993.2%
TSM vs VT
+374.2%
+6,619.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | +0.4% | +2.3% | +2.2% |
| 30D | +3.6% | +1.0% | +2.6% | +2.6% |
| 3M | -3.4% | +2.4% | -5.8% | -4.9% |
| 6M | +20.6% | +12.0% | +8.6% | +8.7% |
| YTD | +41.9% | +15.3% | +26.5% | +24.4% |
| 1Y | +84.4% | +22.6% | +61.8% | +52.5% |
| 3Y | +380.2% | +74.7% | +305.6% | +187.2% |
| 5Y | +275.3% | +66.1% | +209.2% | +139.5% |
| 10Y | +1,751.4% | +225.0% | +1,526.4% | +551.8% |
| All | +6,993.2% | +374.2% | +6,619.1% | +1,786.4% |
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