+318.5%
TPR vs VSH
+173.5%
+145.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -2.0% |
| 7D | -2.3% | +4.1% | -6.4% | -4.1% |
| 30D | -23.0% | -4.2% | -18.8% | -22.4% |
| 3M | -12.5% | -50.0% | +37.5% | +13.6% |
| 6M | -21.4% | +80.2% | -101.6% | -50.3% |
| YTD | -3.5% | +121.1% | -124.6% | -46.3% |
| 1Y | +17.4% | +112.0% | -94.6% | -34.1% |
| 3Y | +291.3% | +22.5% | +268.7% | +180.5% |
| 5Y | +241.9% | +64.0% | +177.9% | +97.0% |
| All | +318.5% | +173.5% | +145.0% | +80.9% |
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