+7.4%
VSH vs TLN
+538.9%
-531.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +3.0% |
| 7D | -12.9% | -1.3% | -11.6% | -12.3% |
| 30D | -36.9% | -10.5% | -26.4% | -33.9% |
| 3M | -28.8% | +0.1% | -28.9% | -28.6% |
| 6M | -30.3% | -17.4% | -12.9% | -25.4% |
| YTD | +62.4% | -9.7% | +72.0% | +67.5% |
| 1Y | +62.5% | -12.3% | +74.8% | +68.4% |
| 3Y | +7.4% | +528.3% | -520.9% | -27.0% |
| All | +7.4% | +538.9% | -531.6% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling