+1,815.4%
TSM vs VSH
+172.7%
+1,642.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | +4.8% | +3.5% | +1.3% | +3.2% |
| 30D | +4.0% | -4.4% | +8.4% | +5.8% |
| 3M | +2.0% | -45.8% | +47.8% | +28.9% |
| 6M | +25.5% | +90.1% | -64.6% | -13.1% |
| YTD | +44.0% | +120.3% | -76.3% | -7.7% |
| 1Y | +75.4% | +112.2% | -36.8% | +13.6% |
| 3Y | +406.7% | +36.6% | +370.2% | +281.5% |
| 5Y | +285.0% | +67.0% | +218.0% | +158.0% |
| 10Y | +1,815.4% | +179.5% | +1,635.9% | +871.4% |
| All | +1,815.4% | +172.7% | +1,642.7% | +871.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling