+1,779.8%
TSM vs VTEB
+17.9%
+1,761.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +0.9% |
| 7D | +1.0% | -0.9% | +1.9% | +1.9% |
| 30D | +1.0% | -2.5% | +3.5% | +3.4% |
| 3M | +2.9% | -3.0% | +5.9% | +5.9% |
| 6M | +22.8% | -2.1% | +24.9% | +25.6% |
| YTD | +43.3% | -1.5% | +44.8% | +45.7% |
| 1Y | +69.2% | +0.2% | +69.0% | +69.6% |
| 3Y | +404.5% | +8.6% | +396.0% | +368.2% |
| 5Y | +282.2% | +1.2% | +281.0% | +274.9% |
| All | +1,779.8% | +17.9% | +1,761.9% | +1,660.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling