+27.4%
VSH vs TMF
-42.2%
+69.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.1% | +4.4% |
| 7D | +4.1% | -1.4% | +5.5% | +4.3% |
| 30D | -4.2% | -2.8% | -1.3% | -3.7% |
| 3M | -50.0% | -10.9% | -39.1% | -48.9% |
| 6M | +80.2% | -21.3% | +101.5% | +87.1% |
| YTD | +121.1% | -15.9% | +137.0% | +126.9% |
| 1Y | +112.0% | -15.7% | +127.7% | +116.9% |
| All | +27.4% | -42.2% | +69.6% | +28.0% |
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