+328.6%
TMO vs VSH
+196.4%
+132.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.0% | -0.2% |
| 7D | -0.6% | +4.8% | -5.4% | -1.6% |
| 30D | +1.1% | -0.7% | +1.8% | +1.0% |
| 3M | +28.3% | -43.1% | +71.4% | +42.0% |
| 6M | +23.3% | +91.8% | -68.5% | -2.6% |
| YTD | +5.5% | +131.6% | -126.2% | -21.4% |
| 1Y | +24.5% | +118.1% | -93.5% | -6.5% |
| 3Y | +19.6% | +40.9% | -21.3% | -2.8% |
| 5Y | +8.1% | +75.8% | -67.6% | -19.1% |
| All | +328.6% | +196.4% | +132.2% | +147.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling