+116.6%
VSH vs TMF
-83.0%
+199.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.1% | +13.4% | +13.5% |
| 7D | +3.5% | +0.6% | +2.9% | +3.6% |
| 30D | -22.4% | +16.3% | -38.7% | -21.3% |
| 3M | -25.2% | -2.7% | -22.5% | -25.1% |
| 6M | -22.5% | -13.2% | -9.4% | -23.3% |
| YTD | +84.2% | -16.7% | +100.9% | +81.9% |
| 1Y | +87.1% | -22.7% | +109.8% | +83.5% |
| 3Y | +31.7% | -26.1% | +57.8% | +30.4% |
| 5Y | +42.6% | -88.4% | +131.0% | -1.2% |
| 10Y | +116.6% | -81.8% | +198.4% | +87.2% |
| All | +116.6% | -83.0% | +199.6% | +87.2% |
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