-81.8%
TSHA vs VT
+124.3%
-206.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -4.0% |
| 7D | +9.2% | +0.4% | +8.9% | +8.5% |
| 30D | -2.7% | -2.6% | -0.1% | +2.5% |
| 3M | -33.4% | -3.2% | -30.1% | -29.2% |
| 6M | -35.8% | +0.9% | -36.8% | -37.0% |
| YTD | -20.5% | +11.3% | -31.9% | -35.4% |
| 1Y | +14.1% | +14.0% | +0.1% | -10.9% |
| 3Y | +149.7% | +75.8% | +73.9% | -17.3% |
| 5Y | -70.8% | +57.8% | -128.6% | -88.0% |
| All | -81.8% | +124.3% | -206.1% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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