+236.4%
TSM vs VUG
+57.0%
+179.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +5.3% |
| 7D | -7.6% | -3.4% | -4.2% | -3.5% |
| 30D | -20.5% | -11.1% | -9.4% | -8.5% |
| 3M | -10.0% | -7.2% | -2.7% | -1.2% |
| 6M | -10.1% | -4.1% | -5.9% | -4.1% |
| YTD | +24.5% | +1.4% | +23.1% | +25.3% |
| 1Y | +31.2% | +1.9% | +29.3% | +31.4% |
| 3Y | +322.0% | +77.7% | +244.2% | +150.7% |
| All | +236.4% | +57.0% | +179.3% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling