+127.9%
TT vs VSH
+24.4%
+103.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.3% | +1.0% |
| 7D | -2.0% | -12.9% | +10.9% | +1.0% |
| 30D | -14.0% | -36.9% | +22.8% | -4.6% |
| 3M | -15.9% | -28.8% | +12.9% | -9.9% |
| 6M | -17.3% | -30.3% | +13.0% | -14.2% |
| YTD | +4.0% | +62.4% | -58.4% | -16.2% |
| 1Y | -7.1% | +62.5% | -69.6% | -25.3% |
| 3Y | +90.2% | +7.4% | +82.9% | +67.2% |
| All | +127.9% | +24.4% | +103.5% | +76.3% |
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