+84.4%
TSM vs VUG
+15.8%
+68.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.6% |
| 7D | +2.7% | -0.1% | +2.8% | +2.8% |
| 30D | +3.6% | -0.3% | +3.9% | +4.1% |
| 3M | -3.4% | -0.7% | -2.7% | -2.1% |
| 6M | +20.6% | +14.6% | +6.0% | -0.5% |
| YTD | +41.9% | +9.0% | +32.8% | +26.0% |
| 1Y | +84.4% | +14.9% | +69.5% | +64.4% |
| All | +84.4% | +15.8% | +68.6% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling