+9,525.5%
TSM vs VUG
+1,251.8%
+8,273.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.4% |
| 7D | +2.7% | -0.1% | +2.8% | +2.8% |
| 30D | +3.6% | -0.3% | +3.9% | +4.0% |
| 3M | -3.4% | -0.7% | -2.7% | -1.9% |
| 6M | +20.6% | +14.6% | +6.0% | +5.2% |
| YTD | +41.9% | +9.0% | +32.8% | +30.8% |
| 1Y | +84.4% | +14.9% | +69.5% | +61.2% |
| 3Y | +380.2% | +86.0% | +294.2% | +157.1% |
| 5Y | +275.3% | +76.7% | +198.6% | +109.5% |
| 10Y | +1,751.4% | +411.3% | +1,340.1% | +210.1% |
| All | +9,525.5% | +1,251.8% | +8,273.7% | +368.2% |
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 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