-83.9%
TE vs VSH
+45.1%
-128.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.6% | -2.9% | -4.1% |
| 7D | -13.6% | +26.2% | -39.8% | -28.8% |
| 30D | -37.7% | -12.5% | -25.2% | -32.0% |
| 3M | -59.8% | -16.9% | -42.9% | -54.7% |
| 6M | -66.3% | -17.0% | -49.4% | -62.4% |
| YTD | -70.5% | +93.8% | -164.3% | -83.3% |
| 1Y | -48.8% | +99.3% | -148.2% | -71.6% |
| 3Y | +31.3% | +35.0% | -3.7% | -0.6% |
| All | -83.9% | +45.1% | -128.9% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling