+1,831.4%
TSM vs VUG
+413.2%
+1,418.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.7% |
| 7D | +6.0% | +0.9% | +5.2% | +5.0% |
| 30D | +4.5% | -1.4% | +5.9% | +6.1% |
| 3M | +3.1% | +2.3% | +0.8% | +1.2% |
| 6M | +30.2% | +15.7% | +14.5% | +13.2% |
| YTD | +45.2% | +8.6% | +36.6% | +34.9% |
| 1Y | +79.6% | +14.1% | +65.5% | +59.3% |
| 3Y | +411.0% | +87.9% | +323.1% | +185.1% |
| 5Y | +290.7% | +76.3% | +214.4% | +130.5% |
| All | +1,831.4% | +413.2% | +1,418.2% | +260.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling