+240.4%
TPR vs VSH
+64.7%
+175.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.4% |
| 7D | -2.3% | +4.1% | -6.4% | -3.6% |
| 30D | -23.0% | -4.2% | -18.8% | -22.5% |
| 3M | -12.5% | -50.0% | +37.5% | +6.9% |
| 6M | -21.4% | +80.2% | -101.6% | -45.7% |
| YTD | -3.5% | +121.1% | -124.6% | -40.0% |
| 1Y | +17.4% | +112.0% | -94.6% | -26.3% |
| 3Y | +291.3% | +22.5% | +268.7% | +214.3% |
| All | +240.4% | +64.7% | +175.7% | +112.1% |
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 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