+1,084.3%
TTMI vs VSH
+179.3%
+905.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.0% |
| 7D | +6.0% | +3.1% | +2.9% | +4.1% |
| 30D | -6.4% | -5.7% | -0.7% | -2.7% |
| 3M | -28.9% | -42.5% | +13.5% | -0.9% |
| 6M | +26.9% | +82.7% | -55.8% | -13.2% |
| YTD | +77.3% | +118.2% | -40.9% | +9.2% |
| 1Y | +147.5% | +109.7% | +37.8% | +55.6% |
| 3Y | +847.6% | +35.3% | +812.3% | +633.0% |
| 5Y | +802.2% | +65.6% | +736.6% | +508.3% |
| All | +1,084.3% | +179.3% | +905.0% | +421.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling