-67.1%
TSMZ price history and return analytics
+39.5%
-106.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | -0.2% |
| 7D | -4.6% | -0.1% | -4.5% | -4.9% |
| 30D | -4.0% | -0.7% | -3.4% | -5.1% |
| 3M | -5.5% | +4.0% | -9.5% | +3.0% |
| 6M | -25.5% | +12.3% | -37.8% | -5.6% |
| YTD | -36.2% | +14.0% | -50.2% | -16.4% |
| 1Y | -48.6% | +20.3% | -68.9% | -25.7% |
| All | -67.1% | +39.5% | -106.6% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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