+2,953.9%
TSM vs VTEB
+26.6%
+2,927.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +6.0% | -0.2% | +6.3% | +6.2% |
| 30D | +4.5% | -1.6% | +6.1% | +6.0% |
| 3M | +3.1% | -2.0% | +5.1% | +4.9% |
| 6M | +30.2% | -1.7% | +31.9% | +32.3% |
| YTD | +45.2% | -0.6% | +45.8% | +46.3% |
| 1Y | +79.6% | +1.8% | +77.7% | +77.6% |
| 3Y | +411.0% | +9.6% | +401.4% | +374.5% |
| 5Y | +290.7% | +2.1% | +288.7% | +280.4% |
| 10Y | +1,753.6% | +18.9% | +1,734.7% | +1,648.8% |
| All | +2,953.9% | +26.6% | +2,927.3% | +3,273.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling