+1.5%
TT vs VSH
+103.4%
-102.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.8% | -7.8% | -0.8% |
| 7D | +3.5% | +12.8% | -9.3% | +0.7% |
| 30D | -11.0% | -9.0% | -2.0% | -10.2% |
| 3M | -12.0% | -12.2% | +0.2% | -11.0% |
| 6M | -10.4% | -15.9% | +5.5% | -11.1% |
| YTD | +9.9% | +103.2% | -93.3% | -13.5% |
| 1Y | +1.5% | +108.4% | -107.0% | -20.5% |
| All | +1.5% | +103.4% | -102.0% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling