-23.0%
TNA vs VSH
+74.2%
-97.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.1% | -4.5% |
| 7D | -7.3% | +4.8% | -12.0% | -11.4% |
| 30D | -14.2% | -0.7% | -13.5% | -14.6% |
| 3M | -4.6% | -43.1% | +38.5% | +46.6% |
| 6M | +36.9% | +91.8% | -54.9% | -50.7% |
| YTD | +42.5% | +131.6% | -89.1% | -60.1% |
| 1Y | +45.8% | +118.1% | -72.3% | -56.6% |
| 3Y | +104.7% | +40.9% | +63.8% | +12.8% |
| All | -23.0% | +74.2% | -97.2% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling