-83.0%
TSHA vs VT
+118.1%
-201.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.1% | +1.5% |
| 7D | -3.1% | -4.2% | +1.1% | +5.2% |
| 30D | -6.8% | -5.8% | -1.0% | +4.7% |
| 3M | -36.7% | -5.2% | -31.4% | -29.9% |
| 6M | -41.1% | +0.1% | -41.2% | -41.2% |
| YTD | -25.6% | +8.2% | -33.9% | -36.2% |
| 1Y | +1.5% | +10.1% | -8.6% | -15.2% |
| 3Y | +64.9% | +69.7% | -4.7% | -41.2% |
| 5Y | -73.4% | +53.4% | -126.8% | -88.4% |
| All | -83.0% | +118.1% | -201.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling