+117.9%
TT vs VSH
+34.2%
+83.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +1.6% | +6.2% | -4.6% | +0.3% |
| 30D | -7.3% | -11.1% | +3.8% | -5.3% |
| 3M | -2.6% | -44.9% | +42.3% | +8.8% |
| 6M | +5.9% | +90.0% | -84.1% | -12.1% |
| YTD | +15.4% | +118.8% | -103.4% | -7.5% |
| 1Y | +8.2% | +109.0% | -100.7% | -12.9% |
| All | +117.9% | +34.2% | +83.8% | +98.2% |
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 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