+8,644.8%
TSM vs VUG
+1,192.0%
+7,452.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +0.4% |
| 7D | -2.5% | +0.5% | -3.0% | -2.7% |
| 30D | -14.3% | -8.2% | -6.1% | -5.2% |
| 3M | -7.2% | -5.4% | -1.8% | -0.7% |
| 6M | -5.1% | -2.5% | -2.6% | -0.9% |
| YTD | +28.9% | +4.2% | +24.7% | +25.8% |
| 1Y | +37.1% | +5.0% | +32.0% | +32.8% |
| 3Y | +341.5% | +81.7% | +259.7% | +144.4% |
| 5Y | +245.7% | +62.5% | +183.2% | +113.0% |
| 10Y | +1,502.2% | +396.3% | +1,105.9% | +178.7% |
| All | +8,644.8% | +1,192.0% | +7,452.8% | +350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling