+146.0%
TT vs VSH
+64.7%
+81.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.2% |
| 7D | 0.0% | +4.1% | -4.1% | -1.0% |
| 30D | -7.2% | -4.2% | -3.0% | -6.5% |
| 3M | -3.0% | -50.0% | +47.0% | +13.5% |
| 6M | +1.4% | +80.2% | -78.8% | -18.5% |
| YTD | +15.9% | +121.1% | -105.2% | -12.6% |
| 1Y | +9.4% | +112.0% | -102.6% | -17.2% |
| 3Y | +124.4% | +22.5% | +101.9% | +98.7% |
| All | +146.0% | +64.7% | +81.4% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling