+1,579.9%
T vs VSH
+1,203.4%
+376.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -1.6% |
| 7D | +1.0% | -12.9% | +14.0% | +2.5% |
| 30D | -10.6% | -36.9% | +26.3% | -6.0% |
| 3M | -7.7% | -28.8% | +21.0% | -4.9% |
| 6M | -13.3% | -30.3% | +17.0% | -12.4% |
| YTD | -8.8% | +62.4% | -71.1% | -18.5% |
| 1Y | -8.4% | +62.5% | -70.9% | -18.3% |
| 3Y | +59.6% | +7.4% | +52.3% | +45.7% |
| 5Y | +52.1% | +25.4% | +26.7% | +34.0% |
| 10Y | +56.9% | +102.6% | -45.8% | +25.3% |
| All | +1,579.9% | +1,203.4% | +376.5% | +765.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling