+68.4%
T vs VSH
+172.7%
-104.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | -3.1% | +3.5% | -6.6% | -3.5% |
| 30D | +4.6% | -4.4% | +8.9% | +4.9% |
| 3M | +12.2% | -45.8% | +58.0% | +19.1% |
| 6M | -6.5% | +90.1% | -96.6% | -18.0% |
| YTD | +4.9% | +120.3% | -115.4% | -10.5% |
| 1Y | -10.5% | +112.2% | -122.7% | -23.6% |
| 3Y | +104.6% | +36.6% | +68.0% | +83.8% |
| 5Y | +64.2% | +67.0% | -2.8% | +36.6% |
| 10Y | +68.4% | +179.5% | -111.0% | +16.5% |
| All | +68.4% | +172.7% | -104.3% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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