+7.4%
VSH vs TMF
-25.3%
+32.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | -12.9% | +1.2% | -14.1% | -13.2% |
| 30D | -36.9% | +19.7% | -56.6% | -39.0% |
| 3M | -28.8% | -2.1% | -26.7% | -28.6% |
| 6M | -30.3% | -13.4% | -16.8% | -28.5% |
| YTD | +62.4% | -16.7% | +79.1% | +66.9% |
| 1Y | +62.5% | -23.3% | +85.9% | +69.3% |
| 3Y | +7.4% | -24.8% | +32.2% | +6.8% |
| All | +7.4% | -25.3% | +32.7% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling