-80.5%
TE vs VSH
+40.3%
-120.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -0.6% |
| 7D | -19.1% | +14.3% | -33.4% | -26.1% |
| 30D | -34.1% | -7.9% | -26.3% | -31.4% |
| 3M | -60.1% | -19.9% | -40.3% | -55.1% |
| 6M | -66.0% | -30.5% | -35.4% | -57.5% |
| YTD | -71.4% | +85.7% | -157.1% | -79.2% |
| 1Y | -45.3% | +98.9% | -144.2% | -61.5% |
| 3Y | +9.1% | +32.1% | -22.9% | -6.7% |
| 5Y | -82.6% | +39.7% | -122.3% | -85.2% |
| All | -80.5% | +40.3% | -120.9% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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