+73.1%
VSH vs TDY
+39.0%
+34.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.1% |
| 7D | +4.8% | -1.1% | +5.9% | +5.8% |
| 30D | -0.7% | -12.0% | +11.3% | +10.7% |
| 3M | -43.1% | -3.2% | -39.9% | -40.9% |
| 6M | +91.8% | -7.9% | +99.7% | +107.8% |
| YTD | +131.6% | +18.2% | +113.4% | +107.5% |
| 1Y | +118.1% | +6.7% | +111.4% | +111.1% |
| 3Y | +40.9% | +47.5% | -6.6% | +9.1% |
| All | +73.1% | +39.0% | +34.1% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling