+1,779.8%
TSM vs VTV
+234.5%
+1,545.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.5% |
| 7D | +1.0% | -1.1% | +2.1% | +2.1% |
| 30D | +1.0% | -1.0% | +2.0% | +1.9% |
| 3M | +2.9% | +4.6% | -1.8% | -1.6% |
| 6M | +22.8% | +13.5% | +9.3% | +9.0% |
| YTD | +43.3% | +18.5% | +24.8% | +22.3% |
| 1Y | +69.2% | +22.9% | +46.3% | +39.6% |
| 3Y | +404.5% | +67.8% | +336.7% | +213.2% |
| 5Y | +282.2% | +81.8% | +200.4% | +122.5% |
| All | +1,779.8% | +234.5% | +1,545.2% | +578.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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