+76.5%
TNA vs VSH
+196.4%
-119.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.1% | -5.8% |
| 7D | -7.3% | +4.8% | -12.0% | -12.3% |
| 30D | -14.2% | -0.7% | -13.5% | -14.9% |
| 3M | -4.6% | -43.1% | +38.5% | +55.3% |
| 6M | +36.9% | +91.8% | -54.9% | -57.2% |
| YTD | +42.5% | +131.6% | -89.1% | -66.3% |
| 1Y | +45.8% | +118.1% | -72.3% | -63.3% |
| 3Y | +104.7% | +40.9% | +63.8% | -9.7% |
| 5Y | -21.7% | +75.8% | -97.5% | -72.6% |
| All | +76.5% | +196.4% | -119.9% | -62.5% |
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 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