-24.7%
TGT vs VSH
+66.1%
-90.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | -3.6% | +3.5% | -7.1% | -4.3% |
| 30D | +4.4% | -4.4% | +8.8% | +5.0% |
| 3M | +25.4% | -45.8% | +71.2% | +40.3% |
| 6M | +33.4% | +90.1% | -56.8% | +0.4% |
| YTD | +65.6% | +120.3% | -54.7% | +17.3% |
| 1Y | +80.3% | +112.2% | -31.9% | +28.2% |
| 3Y | +42.1% | +36.6% | +5.6% | +12.4% |
| All | -24.7% | +66.1% | -90.8% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling