+1,598.5%
TSM vs VSH
+117.5%
+1,481.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.4% |
| 7D | -2.1% | -1.6% | -0.5% | -1.7% |
| 30D | -12.5% | -21.3% | +8.8% | -4.1% |
| 3M | -5.0% | -18.9% | +13.9% | +2.0% |
| 6M | -3.2% | -21.4% | +18.2% | -0.4% |
| YTD | +31.5% | +86.8% | -55.4% | -11.1% |
| 1Y | +35.7% | +85.8% | -50.1% | -8.3% |
| 3Y | +323.5% | +30.1% | +293.4% | +218.0% |
| 5Y | +263.4% | +42.8% | +220.6% | +156.5% |
| 10Y | +1,598.5% | +121.2% | +1,477.3% | +875.0% |
| All | +1,598.5% | +117.5% | +1,481.0% | +875.0% |
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