+45.9%
TEM vs VSH
+44.1%
+1.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.6% |
| 7D | -9.2% | +3.1% | -12.2% | -10.7% |
| 30D | +5.5% | -5.7% | +11.2% | +8.1% |
| 3M | +18.7% | -42.5% | +61.2% | +54.4% |
| 6M | +15.4% | +82.7% | -67.3% | -39.8% |
| YTD | -0.5% | +118.2% | -118.8% | -56.7% |
| 1Y | -24.8% | +109.7% | -134.5% | -66.5% |
| All | +45.9% | +44.1% | +1.8% | -3.1% |
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