+748.4%
TT vs VSH
+124.9%
+623.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +1.2% |
| 7D | +8.1% | +26.2% | -18.1% | +0.3% |
| 30D | -11.3% | -12.5% | +1.2% | -8.7% |
| 3M | -11.2% | -16.9% | +5.7% | -7.9% |
| 6M | -8.9% | -17.0% | +8.1% | -10.1% |
| YTD | +9.7% | +93.8% | -84.1% | -20.5% |
| 1Y | +1.3% | +99.3% | -98.1% | -27.5% |
| 3Y | +93.4% | +35.0% | +58.4% | +49.2% |
| 5Y | +133.5% | +45.8% | +87.7% | +69.8% |
| All | +748.4% | +124.9% | +623.6% | +390.7% |
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