+379.1%
TPR vs VSH
+95.6%
+283.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -3.4% |
| 7D | +14.2% | -12.9% | +27.1% | +19.1% |
| 30D | +17.1% | -36.9% | +53.9% | +38.3% |
| 3M | -17.7% | -28.8% | +11.0% | -9.6% |
| 6M | -10.2% | -30.3% | +20.1% | -10.8% |
| YTD | +4.9% | +62.4% | -57.5% | -36.2% |
| 1Y | +36.1% | +62.5% | -26.4% | -17.6% |
| 3Y | +416.5% | +7.4% | +409.1% | +262.4% |
| 5Y | +254.8% | +25.4% | +229.4% | +118.2% |
| All | +379.1% | +95.6% | +283.5% | +131.6% |
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 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