-17.3%
TEM vs VSH
+118.1%
-135.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -1.4% |
| 7D | +0.9% | +4.1% | -3.2% | -0.4% |
| 30D | +38.4% | -4.2% | +42.5% | +39.4% |
| 3M | +23.7% | -50.0% | +73.6% | +50.3% |
| 6M | +26.0% | +80.2% | -54.2% | -16.2% |
| YTD | +9.4% | +121.1% | -111.7% | -38.5% |
| 1Y | -17.3% | +112.0% | -129.3% | -52.2% |
| All | -17.3% | +118.1% | -135.4% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling