-72.8%
TSHA vs VT
+57.5%
-130.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.2% |
| 7D | +4.5% | -0.1% | +4.7% | +4.9% |
| 30D | -4.8% | -3.1% | -1.7% | +1.4% |
| 3M | -32.9% | -3.5% | -29.4% | -28.2% |
| 6M | -37.2% | +0.5% | -37.7% | -37.9% |
| YTD | -22.3% | +10.8% | -33.1% | -36.8% |
| 1Y | +9.9% | +11.9% | -2.0% | -11.9% |
| 3Y | +184.1% | +73.0% | +111.1% | -8.7% |
| 5Y | -72.8% | +58.6% | -131.5% | -89.3% |
| All | -72.8% | +57.5% | -130.4% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling