+396.5%
TTMI vs VSH
+115.4%
+281.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -0.2% |
| 7D | +11.4% | +14.3% | -3.0% | +2.3% |
| 30D | -28.3% | -7.9% | -20.4% | -22.8% |
| 3M | -46.7% | -19.9% | -26.8% | -37.0% |
| 6M | -56.1% | -30.5% | -25.6% | -44.4% |
| YTD | +7.4% | +85.7% | -78.3% | -24.9% |
| 1Y | +17.4% | +98.9% | -81.5% | -21.0% |
| 3Y | +429.1% | +32.1% | +397.1% | +327.2% |
| 5Y | +418.8% | +39.7% | +379.1% | +300.2% |
| All | +396.5% | +115.4% | +281.1% | +174.5% |
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 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