+12.0%
VSH vs TLN
+733.8%
-721.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.7% | -5.4% |
| 7D | +26.2% | +22.3% | +3.9% | +17.2% |
| 30D | -12.5% | +1.2% | -13.7% | -12.5% |
| 3M | -16.9% | +5.9% | -22.8% | -18.7% |
| 6M | -17.0% | +3.2% | -20.2% | -17.5% |
| YTD | +93.8% | +3.2% | +90.7% | +90.4% |
| 1Y | +99.3% | +5.2% | +94.1% | +94.1% |
| 3Y | +35.0% | +606.3% | -571.3% | -10.5% |
| All | +12.0% | +733.8% | -721.8% | -25.0% |
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