+750.6%
TT vs VSH
+128.2%
+622.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +13.4% | -8.8% | +0.6% |
| 7D | +1.7% | +3.5% | -1.7% | +0.1% |
| 30D | -11.8% | -22.4% | +10.6% | -5.7% |
| 3M | -12.6% | -25.2% | +12.6% | -6.3% |
| 6M | -9.4% | -22.5% | +13.2% | -8.4% |
| YTD | +8.8% | +84.2% | -75.4% | -19.7% |
| 1Y | -2.5% | +87.1% | -89.6% | -28.7% |
| 3Y | +95.7% | +31.7% | +64.0% | +52.1% |
| 5Y | +135.7% | +42.6% | +93.2% | +72.5% |
| 10Y | +750.6% | +116.6% | +634.0% | +411.2% |
| All | +750.6% | +128.2% | +622.4% | +411.2% |
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