+13,634.3%
TSM vs VSH
+267.5%
+13,366.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.6% | +0.9% |
| 7D | +2.7% | +4.1% | -1.3% | +0.9% |
| 30D | +3.6% | -4.2% | +7.8% | +4.9% |
| 3M | -3.4% | -50.0% | +46.6% | +26.2% |
| 6M | +20.6% | +80.2% | -59.6% | -12.7% |
| YTD | +41.9% | +121.1% | -79.2% | -6.8% |
| 1Y | +84.4% | +112.0% | -27.6% | +22.5% |
| 3Y | +380.2% | +22.5% | +357.7% | +283.7% |
| 5Y | +275.3% | +64.0% | +211.3% | +160.8% |
| 10Y | +1,751.4% | +170.4% | +1,581.0% | +857.3% |
| All | +13,634.3% | +267.5% | +13,366.8% | +5,959.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling