+277.6%
TSM vs VTV
+78.5%
+199.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.9% |
| 7D | +2.6% | -2.1% | +4.7% | +5.2% |
| 30D | +1.4% | -1.3% | +2.7% | +3.0% |
| 3M | +5.0% | +5.6% | -0.7% | -1.7% |
| 6M | +24.0% | +12.4% | +11.6% | +8.2% |
| YTD | +41.6% | +17.6% | +23.9% | +17.6% |
| 1Y | +66.2% | +23.5% | +42.7% | +30.6% |
| 3Y | +398.2% | +67.0% | +331.2% | +178.6% |
| 5Y | +277.6% | +80.5% | +197.1% | +99.6% |
| All | +277.6% | +78.5% | +199.1% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling