+138.2%
VSH vs TMF
-81.8%
+219.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +12.8% | -3.4% | +16.1% | +12.5% |
| 30D | -9.0% | +11.5% | -20.5% | -8.1% |
| 3M | -12.2% | -4.5% | -7.7% | -12.3% |
| 6M | -15.9% | -15.0% | -1.0% | -16.9% |
| YTD | +103.2% | -19.9% | +123.1% | +100.0% |
| 1Y | +108.4% | -26.6% | +135.0% | +103.5% |
| 3Y | +41.6% | -29.8% | +71.4% | +39.5% |
| 5Y | +54.6% | -88.2% | +142.8% | +8.3% |
| 10Y | +138.2% | -81.4% | +219.6% | +105.7% |
| All | +138.2% | -81.8% | +219.9% | +105.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling