+91.5%
TT vs VSH
+31.2%
+60.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.6% |
| 7D | +4.0% | +14.3% | -10.3% | +1.0% |
| 30D | -11.3% | -7.9% | -3.5% | -10.4% |
| 3M | -12.3% | -19.9% | +7.6% | -9.5% |
| 6M | -10.8% | -30.5% | +19.7% | -7.3% |
| YTD | +8.2% | +85.7% | -77.5% | -10.8% |
| 1Y | +1.5% | +98.9% | -97.5% | -17.7% |
| 3Y | +91.5% | +32.1% | +59.4% | +67.0% |
| All | +91.5% | +31.2% | +60.2% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling