+295.2%
TEL vs VSH
+179.3%
+115.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -2.3% | +3.1% | -5.4% | -3.6% |
| 30D | -6.1% | -5.7% | -0.4% | -4.2% |
| 3M | +1.7% | -42.5% | +44.2% | +23.1% |
| 6M | +1.6% | +82.7% | -81.1% | -30.8% |
| YTD | -9.1% | +118.2% | -127.3% | -43.9% |
| 1Y | -1.7% | +109.7% | -111.3% | -38.9% |
| 3Y | +67.3% | +35.3% | +32.0% | +21.0% |
| 5Y | +52.1% | +65.6% | -13.5% | -4.2% |
| All | +295.2% | +179.3% | +115.9% | +73.8% |
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