+1,872.1%
T vs VSH
+1,674.8%
+197.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.4% | -2.5% |
| 7D | -1.3% | +4.1% | -5.3% | -1.8% |
| 30D | +11.4% | -4.2% | +15.5% | +11.7% |
| 3M | +14.3% | -50.0% | +64.3% | +22.9% |
| 6M | -9.3% | +80.2% | -89.4% | -18.7% |
| YTD | +7.1% | +121.1% | -114.0% | -7.0% |
| 1Y | -9.1% | +112.0% | -121.1% | -21.0% |
| 3Y | +105.3% | +22.5% | +82.8% | +86.8% |
| 5Y | +66.8% | +64.0% | +2.8% | +43.6% |
| 10Y | +66.8% | +170.4% | -103.6% | +29.8% |
| All | +1,872.1% | +1,674.8% | +197.3% | +886.9% |
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