-81.9%
TSHA vs VT
+127.4%
-209.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +3.4% |
| 7D | +3.1% | -0.3% | +3.4% | +3.8% |
| 30D | -2.9% | -1.4% | -1.5% | +0.1% |
| 3M | -29.7% | -1.4% | -28.3% | -27.8% |
| 6M | -34.3% | +5.5% | -39.8% | -40.7% |
| YTD | -20.7% | +12.8% | -33.6% | -37.1% |
| 1Y | +2.1% | +15.4% | -13.3% | -22.1% |
| 3Y | +75.8% | +76.9% | -1.1% | -42.1% |
| 5Y | -73.2% | +60.4% | -133.6% | -89.3% |
| All | -81.9% | +127.4% | -209.3% | -94.3% |
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 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