-53.2%
TE vs VSH
+67.1%
-120.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | -1.2% |
| 7D | -4.0% | +4.1% | -8.0% | -6.2% |
| 30D | -15.9% | -4.2% | -11.7% | -13.6% |
| 3M | -60.5% | -50.0% | -10.6% | -41.5% |
| 6M | -35.2% | +80.2% | -115.4% | -52.0% |
| YTD | -31.1% | +121.1% | -152.2% | -54.3% |
| 1Y | +148.6% | +112.0% | +36.7% | +69.4% |
| 3Y | -26.4% | +22.5% | -48.9% | -37.8% |
| 5Y | -48.0% | +64.0% | -112.1% | -59.7% |
| All | -53.2% | +67.1% | -120.2% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling