+9,525.5%
TSM vs VTV
+721.7%
+8,803.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.1% |
| 7D | +2.7% | +0.5% | +2.2% | +2.2% |
| 30D | +3.6% | +1.1% | +2.5% | +2.4% |
| 3M | -3.4% | +5.9% | -9.3% | -8.7% |
| 6M | +20.6% | +11.6% | +9.0% | +8.4% |
| YTD | +41.9% | +19.8% | +22.1% | +18.9% |
| 1Y | +84.4% | +26.2% | +58.1% | +46.7% |
| 3Y | +380.2% | +68.5% | +311.8% | +188.4% |
| 5Y | +275.3% | +79.9% | +195.5% | +112.2% |
| 10Y | +1,751.4% | +229.7% | +1,521.7% | +457.4% |
| All | +9,525.5% | +721.7% | +8,803.9% | +899.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling