+128.4%
TLT vs VSH
+145.4%
-17.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.2% |
| 7D | -0.3% | -1.6% | +1.3% | -0.2% |
| 30D | +3.7% | -21.3% | +25.0% | +2.4% |
| 3M | -0.7% | -18.9% | +18.2% | -1.6% |
| 6M | -4.2% | -21.4% | +17.2% | -4.4% |
| YTD | -4.0% | +86.8% | -90.8% | +2.8% |
| 1Y | -5.8% | +85.8% | -91.6% | +0.8% |
| 3Y | +4.1% | +30.1% | -26.0% | +9.7% |
| 5Y | -34.8% | +42.8% | -77.6% | -30.0% |
| 10Y | -12.3% | +121.2% | -133.6% | +2.0% |
| All | +128.4% | +145.4% | -17.0% | +202.5% |
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