-53.4%
TE vs VSH
+64.9%
-118.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.2% |
| 7D | +0.9% | +3.1% | -2.2% | -1.0% |
| 30D | -16.3% | -5.7% | -10.6% | -13.4% |
| 3M | -40.8% | -42.5% | +1.7% | -19.1% |
| 6M | -42.6% | +82.7% | -125.3% | -57.8% |
| YTD | -31.4% | +118.2% | -149.7% | -54.1% |
| 1Y | +144.9% | +109.7% | +35.3% | +67.8% |
| 3Y | -26.0% | +35.3% | -61.3% | -39.0% |
| 5Y | -48.5% | +65.6% | -114.1% | -59.9% |
| All | -53.4% | +64.9% | -118.3% | -63.8% |
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