+8,398.6%
TPR vs VSH
+27.8%
+8,370.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -3.2% |
| 7D | +14.2% | -12.9% | +27.1% | +18.8% |
| 30D | +17.1% | -36.9% | +53.9% | +36.2% |
| 3M | -17.7% | -28.8% | +11.0% | -10.2% |
| 6M | -10.2% | -30.3% | +20.1% | -8.3% |
| YTD | +4.9% | +62.4% | -57.5% | -26.6% |
| 1Y | +36.1% | +62.5% | -26.4% | -5.1% |
| 3Y | +416.5% | +7.4% | +409.1% | +303.2% |
| 5Y | +254.8% | +25.4% | +229.4% | +157.6% |
| 10Y | +391.7% | +102.6% | +289.1% | +193.0% |
| All | +8,398.6% | +27.8% | +8,370.9% | +3,352.7% |
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