+1,297.6%
TNA vs VSH
+1,183.5%
+114.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.1% |
| 7D | +4.1% | +6.2% | -2.1% | -3.0% |
| 30D | -7.6% | -11.1% | +3.5% | +3.8% |
| 3M | +8.1% | -44.9% | +53.0% | +81.5% |
| 6M | +49.0% | +90.0% | -40.9% | -49.5% |
| YTD | +51.7% | +118.8% | -67.1% | -58.0% |
| 1Y | +59.6% | +109.0% | -49.4% | -53.6% |
| 3Y | +118.9% | +35.6% | +83.3% | +5.8% |
| 5Y | -19.2% | +66.7% | -85.9% | -66.4% |
| 10Y | +77.2% | +167.9% | -90.7% | -42.7% |
| All | +1,297.6% | +1,183.5% | +114.1% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling