+104.7%
TNA vs VSH
+42.0%
+62.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.1% | -3.6% |
| 7D | -7.3% | +4.8% | -12.0% | -10.6% |
| 30D | -14.2% | -0.7% | -13.5% | -14.4% |
| 3M | -4.6% | -43.1% | +38.5% | +38.4% |
| 6M | +36.9% | +91.8% | -54.9% | -42.1% |
| YTD | +42.5% | +131.6% | -89.1% | -51.4% |
| 1Y | +45.8% | +118.1% | -72.3% | -47.3% |
| 3Y | +104.7% | +40.9% | +63.8% | +40.1% |
| All | +104.7% | +42.0% | +62.6% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling