+109.0%
VSH vs TLN
-16.8%
+125.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.5% |
| 7D | +6.2% | +10.9% | -4.7% | +0.4% |
| 30D | -11.1% | -6.3% | -4.8% | -8.2% |
| 3M | -44.9% | -10.7% | -34.2% | -40.8% |
| 6M | +90.0% | +1.6% | +88.3% | +93.9% |
| YTD | +118.8% | -13.1% | +131.9% | +130.6% |
| 1Y | +109.0% | -15.1% | +124.0% | +133.0% |
| All | +109.0% | -16.8% | +125.8% | +133.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling