+8,131.0%
TMO vs VSH
+1,668.7%
+6,462.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -0.5% | +3.5% | -4.0% | -1.2% |
| 30D | +1.0% | -4.4% | +5.4% | +1.7% |
| 3M | +22.7% | -45.8% | +68.5% | +35.8% |
| 6M | +19.0% | +90.1% | -71.1% | -1.3% |
| YTD | +4.7% | +120.3% | -115.6% | -16.3% |
| 1Y | +26.0% | +112.2% | -86.2% | +0.9% |
| 3Y | +18.0% | +36.6% | -18.6% | +0.8% |
| 5Y | +8.0% | +67.0% | -59.0% | -12.8% |
| 10Y | +333.8% | +179.5% | +154.3% | +199.2% |
| All | +8,131.0% | +1,668.7% | +6,462.3% | +3,070.4% |
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 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