+2,700.2%
TFC vs VSH
+1,674.8%
+1,025.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.4% | -1.0% |
| 7D | +2.4% | +4.1% | -1.6% | +1.4% |
| 30D | -1.3% | -4.2% | +2.9% | -0.7% |
| 3M | +6.1% | -50.0% | +56.0% | +21.8% |
| 6M | +7.3% | +80.2% | -72.8% | -12.5% |
| YTD | +8.2% | +121.1% | -112.9% | -16.7% |
| 1Y | +14.4% | +112.0% | -97.6% | -11.7% |
| 3Y | +93.7% | +22.5% | +71.2% | +66.9% |
| 5Y | +16.4% | +64.0% | -47.6% | -7.5% |
| 10Y | +101.6% | +170.4% | -68.8% | +41.8% |
| All | +2,700.2% | +1,674.8% | +1,025.3% | +1,077.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling