+25.8%
TMO vs VSH
+118.1%
-92.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -0.8% |
| 7D | -1.4% | +4.1% | -5.4% | -1.4% |
| 30D | +6.2% | -4.2% | +10.4% | +6.2% |
| 3M | +27.5% | -50.0% | +77.4% | +30.5% |
| 6M | +20.0% | +80.2% | -60.2% | +7.1% |
| YTD | +6.1% | +121.1% | -115.0% | -8.9% |
| 1Y | +25.8% | +112.0% | -86.1% | +5.9% |
| All | +25.8% | +118.1% | -92.3% | +5.9% |
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