+668.7%
TEL vs VSH
+185.5%
+483.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.5% |
| 7D | -2.3% | +2.8% | -5.0% | -3.5% |
| 30D | -6.1% | -6.0% | -0.1% | -3.9% |
| 3M | +1.7% | -42.6% | +44.3% | +24.0% |
| 6M | +1.6% | +82.1% | -80.5% | -30.2% |
| YTD | -9.1% | +117.5% | -126.6% | -43.3% |
| 1Y | -1.7% | +109.0% | -110.7% | -38.2% |
| 3Y | +67.3% | +34.9% | +32.5% | +20.6% |
| 5Y | +52.1% | +65.1% | -13.0% | -2.4% |
| 10Y | +299.3% | +175.9% | +123.4% | +88.0% |
| All | +668.7% | +185.5% | +483.2% | +83.7% |
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