+27.7%
VSH vs TLN
+583.6%
-555.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.8% | +0.7% | +3.1% |
| 7D | +4.1% | +7.1% | -3.0% | +1.7% |
| 30D | -4.2% | -3.9% | -0.3% | -2.8% |
| 3M | -50.0% | -16.2% | -33.8% | -46.4% |
| 6M | +80.2% | -5.8% | +86.0% | +86.0% |
| YTD | +121.1% | -15.4% | +136.5% | +132.7% |
| 1Y | +112.0% | -16.7% | +128.7% | +123.6% |
| 3Y | +22.5% | +473.8% | -451.2% | -12.7% |
| All | +27.7% | +583.6% | -555.8% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling