+118.1%
VSH vs TDY
+10.5%
+107.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +4.7% |
| 7D | +4.8% | -1.1% | +5.9% | +6.2% |
| 30D | -0.7% | -12.0% | +11.3% | +15.7% |
| 3M | -43.1% | -3.2% | -39.9% | -40.0% |
| 6M | +91.8% | -7.9% | +99.7% | +110.9% |
| YTD | +131.6% | +18.2% | +113.4% | +99.4% |
| 1Y | +118.1% | +6.7% | +111.4% | +104.4% |
| All | +118.1% | +10.5% | +107.5% | +104.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling