+15.5%
TFC vs VSH
+112.8%
-97.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -1.3% | +3.5% | -4.8% | -1.5% |
| 30D | -2.3% | -4.4% | +2.0% | -2.1% |
| 3M | +2.5% | -45.8% | +48.3% | +5.7% |
| 6M | +9.5% | +90.1% | -80.7% | -8.1% |
| YTD | +5.1% | +120.3% | -115.3% | -14.0% |
| 1Y | +15.5% | +112.2% | -96.8% | -5.8% |
| All | +15.5% | +112.8% | -97.3% | -5.8% |
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 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