+124.3%
TDG vs VSH
+74.2%
+50.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.1% | -4.9% | +0.1% |
| 7D | -1.9% | +4.8% | -6.6% | -2.7% |
| 30D | -7.7% | -0.7% | -7.0% | -7.8% |
| 3M | -9.3% | -43.1% | +33.7% | -0.4% |
| 6M | -9.4% | +91.8% | -101.2% | -26.9% |
| YTD | -14.3% | +131.6% | -145.9% | -34.6% |
| 1Y | -11.8% | +118.1% | -129.9% | -32.3% |
| 3Y | +52.0% | +40.9% | +11.1% | +31.0% |
| All | +124.3% | +74.2% | +50.1% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling