+21.3%
TFC vs VSH
+62.1%
-40.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.1% | +8.0% | +3.1% |
| 7D | +5.1% | -13.6% | +18.7% | +5.5% |
| 30D | +9.8% | -30.4% | +40.1% | +11.2% |
| 3M | -2.4% | -33.3% | +30.8% | -1.2% |
| 6M | +4.9% | -15.1% | +20.0% | -0.8% |
| YTD | +6.6% | +80.2% | -73.7% | -13.5% |
| 1Y | +21.3% | +63.4% | -42.1% | +0.2% |
| All | +21.3% | +62.1% | -40.7% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling