+112.0%
VSH vs TMF
-15.2%
+127.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.1% | +4.3% |
| 7D | +4.1% | -1.4% | +5.5% | +4.4% |
| 30D | -4.2% | -2.8% | -1.3% | -3.3% |
| 3M | -50.0% | -10.9% | -39.1% | -48.2% |
| 6M | +80.2% | -21.3% | +101.5% | +83.3% |
| YTD | +121.1% | -15.9% | +137.0% | +124.8% |
| 1Y | +112.0% | -15.7% | +127.7% | +119.7% |
| All | +112.0% | -15.2% | +127.2% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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