+36.0%
TSM vs VTEB
+0.4%
+35.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.7% | -3.0% |
| 7D | -10.0% | +0.9% | -10.8% | -11.5% |
| 30D | -18.5% | +3.7% | -22.2% | -24.8% |
| 3M | -4.9% | -0.8% | -4.0% | +5.1% |
| 6M | -1.0% | -0.9% | -0.1% | +10.7% |
| YTD | +31.3% | -0.1% | +31.4% | +45.5% |
| 1Y | +36.0% | +0.2% | +35.8% | +49.9% |
| All | +36.0% | +0.4% | +35.6% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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