+280.2%
TSM vs VTEB
+1.2%
+279.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +0.8% |
| 7D | +1.0% | -0.9% | +1.9% | +2.2% |
| 30D | +1.0% | -2.5% | +3.5% | +4.2% |
| 3M | +2.9% | -3.0% | +5.9% | +6.8% |
| 6M | +22.8% | -2.1% | +24.9% | +26.4% |
| YTD | +43.3% | -1.5% | +44.8% | +46.7% |
| 1Y | +69.2% | +0.2% | +69.0% | +70.4% |
| 3Y | +404.5% | +8.6% | +396.0% | +353.3% |
| All | +280.2% | +1.2% | +279.0% | +238.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling