+220.3%
TTMI vs VSH
+24.8%
+195.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -0.4% |
| 7D | +11.4% | +14.3% | -3.0% | +3.1% |
| 30D | -28.3% | -7.9% | -20.4% | -23.1% |
| 3M | -46.7% | -19.9% | -26.8% | -37.6% |
| 6M | -56.1% | -30.5% | -25.6% | -45.1% |
| YTD | +7.4% | +85.7% | -78.3% | -23.5% |
| 1Y | +17.4% | +98.9% | -81.5% | -19.4% |
| 3Y | +429.1% | +32.1% | +397.1% | +332.0% |
| 5Y | +418.8% | +39.7% | +379.1% | +307.0% |
| 10Y | +411.2% | +117.6% | +293.7% | +185.9% |
| All | +220.3% | +24.8% | +195.5% | +65.0% |
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