+1,672.6%
TSM vs VSH
+124.9%
+1,547.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | +0.1% |
| 7D | +14.8% | +26.2% | -11.4% | +3.5% |
| 30D | -8.9% | -12.5% | +3.6% | -4.5% |
| 3M | -5.3% | -16.9% | +11.6% | +0.5% |
| 6M | +2.6% | -17.0% | +19.5% | +3.0% |
| YTD | +34.5% | +93.8% | -59.3% | -10.7% |
| 1Y | +41.0% | +99.3% | -58.3% | -7.9% |
| 3Y | +333.1% | +35.0% | +298.1% | +219.6% |
| 5Y | +270.1% | +45.8% | +224.3% | +158.5% |
| All | +1,672.6% | +124.9% | +1,547.8% | +869.6% |
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