+32.1%
VSH vs TMF
-32.2%
+64.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -4.0% |
| 7D | +14.3% | -9.3% | +23.6% | +16.0% |
| 30D | -7.9% | +1.9% | -9.8% | -8.6% |
| 3M | -19.9% | -11.2% | -8.6% | -18.5% |
| 6M | -30.5% | -17.7% | -12.8% | -28.2% |
| YTD | +85.7% | -24.5% | +110.1% | +93.6% |
| 1Y | +98.9% | -29.4% | +128.4% | +109.7% |
| 3Y | +32.1% | -33.4% | +65.5% | +39.3% |
| All | +32.1% | -32.2% | +64.3% | +39.3% |
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