+73.5%
TFC vs VSH
+124.9%
-51.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.9% |
| 7D | +0.1% | +26.2% | -26.1% | -8.2% |
| 30D | +8.6% | -12.5% | +21.1% | +11.3% |
| 3M | -4.3% | -16.9% | +12.6% | -1.4% |
| 6M | +5.4% | -17.0% | +22.4% | -1.2% |
| YTD | +4.5% | +93.8% | -89.3% | -35.1% |
| 1Y | +14.0% | +99.3% | -85.3% | -30.5% |
| 3Y | +93.4% | +35.0% | +58.4% | +31.6% |
| 5Y | +0.5% | +45.8% | -45.3% | -36.6% |
| All | +73.5% | +124.9% | -51.3% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling