+39.9%
VSH vs TMF
-88.6%
+128.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -4.1% |
| 7D | +14.3% | -9.3% | +23.6% | +15.0% |
| 30D | -7.9% | +1.9% | -9.8% | -8.1% |
| 3M | -19.9% | -11.2% | -8.6% | -19.3% |
| 6M | -30.5% | -17.7% | -12.8% | -29.6% |
| YTD | +85.7% | -24.5% | +110.1% | +88.7% |
| 1Y | +98.9% | -29.4% | +128.4% | +102.9% |
| 3Y | +32.1% | -33.4% | +65.5% | +34.8% |
| All | +39.9% | -88.6% | +128.5% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling