-79.9%
TE vs VSH
+46.5%
-126.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.6% | -2.9% | -4.8% |
| 7D | -13.6% | +26.2% | -39.8% | -25.5% |
| 30D | -37.7% | -12.5% | -25.2% | -33.1% |
| 3M | -59.8% | -16.9% | -42.9% | -55.6% |
| 6M | -66.3% | -17.0% | -49.4% | -62.1% |
| YTD | -70.5% | +93.8% | -164.3% | -79.1% |
| 1Y | -48.8% | +99.3% | -148.2% | -64.1% |
| 3Y | +31.3% | +35.0% | -3.7% | +10.1% |
| 5Y | -82.0% | +45.8% | -127.9% | -85.1% |
| All | -79.9% | +46.5% | -126.4% | -83.5% |
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