+15,818.7%
TT vs VSH
+1,674.8%
+14,143.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.6% |
| 7D | -0.2% | +4.1% | -4.3% | -1.3% |
| 30D | -7.4% | -4.2% | -3.2% | -6.7% |
| 3M | -3.2% | -50.0% | +46.8% | +13.7% |
| 6M | +1.1% | +80.2% | -79.1% | -17.7% |
| YTD | +15.6% | +121.1% | -105.5% | -11.5% |
| 1Y | +9.2% | +112.0% | -102.8% | -16.1% |
| 3Y | +124.4% | +22.5% | +101.9% | +91.6% |
| 5Y | +138.0% | +64.0% | +74.0% | +85.2% |
| 10Y | +886.4% | +170.4% | +716.0% | +545.0% |
| All | +15,818.7% | +1,674.8% | +14,143.8% | +5,134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling