+165.1%
VSH vs TDY
+6,954.6%
-6,789.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.4% |
| 7D | +3.5% | -1.8% | +5.4% | +4.4% |
| 30D | -4.4% | -13.8% | +9.4% | +2.2% |
| 3M | -45.8% | -3.9% | -41.9% | -44.5% |
| 6M | +90.1% | -9.0% | +99.1% | +100.4% |
| YTD | +120.3% | +16.5% | +103.8% | +108.6% |
| 1Y | +112.2% | +9.3% | +103.0% | +107.0% |
| 3Y | +36.6% | +45.1% | -8.5% | +18.6% |
| 5Y | +67.0% | +35.0% | +32.0% | +49.1% |
| 10Y | +179.5% | +469.0% | -289.5% | +42.4% |
| All | +165.1% | +6,954.6% | -6,789.5% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling