+95.3%
TFC vs VSH
+179.3%
-84.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -2.5% | +3.1% | -5.6% | -3.6% |
| 30D | -2.8% | -5.7% | +2.9% | -1.1% |
| 3M | +2.1% | -42.5% | +44.6% | +20.2% |
| 6M | +10.1% | +82.7% | -72.6% | -25.6% |
| YTD | +5.4% | +118.2% | -112.8% | -35.2% |
| 1Y | +16.3% | +109.7% | -93.3% | -28.4% |
| 3Y | +95.9% | +35.3% | +60.6% | +40.5% |
| 5Y | +16.0% | +65.6% | -49.6% | -28.0% |
| All | +95.3% | +179.3% | -84.0% | -15.3% |
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