+398.4%
TSM vs VTEB
+8.2%
+390.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.0% |
| 7D | +2.6% | -1.2% | +3.9% | +3.8% |
| 30D | +1.4% | -2.9% | +4.3% | +4.1% |
| 3M | +5.0% | -3.2% | +8.1% | +8.1% |
| 6M | +24.0% | -2.6% | +26.6% | +27.2% |
| YTD | +41.6% | -1.8% | +43.4% | +44.9% |
| 1Y | +66.2% | +0.2% | +66.0% | +68.8% |
| All | +398.4% | +8.2% | +390.2% | +358.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling