+12,759.1%
TDG vs VSH
+265.1%
+12,494.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -2.4% | +3.5% | -6.0% | -3.5% |
| 30D | -8.0% | -4.4% | -3.6% | -7.0% |
| 3M | -10.5% | -45.8% | +35.3% | +4.4% |
| 6M | -11.9% | +90.1% | -102.1% | -33.8% |
| YTD | -15.4% | +120.3% | -135.7% | -39.9% |
| 1Y | -14.2% | +112.2% | -126.4% | -39.2% |
| 3Y | +51.0% | +36.6% | +14.5% | +16.8% |
| 5Y | +126.5% | +67.0% | +59.4% | +60.3% |
| 10Y | +535.6% | +179.5% | +356.1% | +268.2% |
| All | +12,759.1% | +265.1% | +12,494.1% | +5,286.8% |
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