+203.6%
TGT vs VSH
+196.4%
+7.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.1% | -6.1% | -1.3% |
| 7D | -5.2% | +4.8% | -10.0% | -6.2% |
| 30D | +1.2% | -0.7% | +1.9% | +1.0% |
| 3M | +18.4% | -43.1% | +61.4% | +31.3% |
| 6M | +33.4% | +91.8% | -58.3% | +4.0% |
| YTD | +63.8% | +131.6% | -67.8% | +19.9% |
| 1Y | +77.2% | +118.1% | -40.9% | +31.0% |
| 3Y | +41.8% | +40.9% | +0.9% | +13.7% |
| 5Y | -25.5% | +75.8% | -101.3% | -44.7% |
| All | +203.6% | +196.4% | +7.2% | +86.3% |
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