+6,242.0%
TGT vs VSH
+1,674.8%
+4,567.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.2% | -0.6% |
| 7D | +0.8% | +4.1% | -3.3% | 0.0% |
| 30D | +12.2% | -4.2% | +16.3% | +12.6% |
| 3M | +33.8% | -50.0% | +83.8% | +49.2% |
| 6M | +39.3% | +80.2% | -40.9% | +18.0% |
| YTD | +72.9% | +121.1% | -48.2% | +39.7% |
| 1Y | +84.6% | +112.0% | -27.4% | +49.7% |
| 3Y | +46.2% | +22.5% | +23.7% | +29.1% |
| 5Y | -21.3% | +64.0% | -85.4% | -35.0% |
| 10Y | +213.5% | +170.4% | +43.2% | +124.9% |
| All | +6,242.0% | +1,674.8% | +4,567.1% | +2,294.8% |
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 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