+93.0%
TFC vs VSH
+10.8%
+82.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -1.9% |
| 7D | +1.2% | -12.9% | +14.1% | +3.2% |
| 30D | +8.3% | -36.9% | +45.2% | +16.5% |
| 3M | -5.2% | -28.8% | +23.6% | -0.9% |
| 6M | -0.8% | -30.3% | +29.5% | -2.6% |
| YTD | +3.4% | +62.4% | -58.9% | -23.2% |
| 1Y | +17.0% | +62.5% | -45.5% | -13.4% |
| All | +93.0% | +10.8% | +82.2% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling