-3.7%
TLT vs VSH
+111.3%
-115.0%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.4% | +6.2% | -5.8% | +0.3% |
| 30D | -0.3% | -11.1% | +10.8% | -0.1% |
| 3M | -1.7% | -44.9% | +43.2% | -1.1% |
| 6M | -4.9% | +90.0% | -94.9% | -4.4% |
| YTD | -2.8% | +118.8% | -121.6% | -2.5% |
| All | -3.7% | +111.3% | -115.0% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling