+27.3%
VSH vs TLN
+589.3%
-562.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.3% |
| 7D | +3.5% | +5.8% | -2.3% | +1.5% |
| 30D | -4.4% | -6.9% | +2.5% | -2.1% |
| 3M | -45.8% | -10.9% | -34.9% | -43.0% |
| 6M | +90.1% | -4.6% | +94.8% | +95.4% |
| YTD | +120.3% | -14.7% | +135.0% | +131.2% |
| 1Y | +112.2% | -17.9% | +130.1% | +124.5% |
| 3Y | +36.6% | +483.9% | -447.3% | -3.1% |
| All | +27.3% | +589.3% | -562.0% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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