+192.7%
VSH vs TDY
+479.2%
-286.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.2% |
| 7D | +4.8% | -1.1% | +5.9% | +5.7% |
| 30D | -0.7% | -12.0% | +11.3% | +9.3% |
| 3M | -43.1% | -3.2% | -39.9% | -41.2% |
| 6M | +91.8% | -7.9% | +99.7% | +106.6% |
| YTD | +131.6% | +18.2% | +113.4% | +108.9% |
| 1Y | +118.1% | +6.7% | +111.4% | +111.7% |
| 3Y | +40.9% | +47.5% | -6.6% | +9.4% |
| 5Y | +75.8% | +39.5% | +36.3% | +39.6% |
| All | +192.7% | +479.2% | -286.5% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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