+45.8%
TNA vs VSH
+119.5%
-73.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.1% | -1.9% |
| 7D | -7.3% | +4.8% | -12.0% | -9.5% |
| 30D | -14.2% | -0.7% | -13.5% | -14.2% |
| 3M | -4.6% | -43.1% | +38.5% | +24.7% |
| 6M | +36.9% | +91.8% | -54.9% | -32.4% |
| YTD | +42.5% | +131.6% | -89.1% | -41.9% |
| 1Y | +45.8% | +118.1% | -72.3% | -38.1% |
| All | +45.8% | +119.5% | -73.7% | -38.1% |
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 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