+65.1%
TNA vs VSH
+118.1%
-53.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | -1.5% |
| 7D | -0.1% | +4.1% | -4.1% | -2.1% |
| 30D | -4.9% | -4.2% | -0.8% | -3.4% |
| 3M | +0.4% | -50.0% | +50.4% | +42.1% |
| 6M | +32.5% | +80.2% | -47.6% | -32.2% |
| YTD | +53.7% | +121.1% | -67.4% | -36.1% |
| 1Y | +65.1% | +112.0% | -46.9% | -30.4% |
| All | +65.1% | +118.1% | -53.0% | -30.4% |
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