-24.4%
TEM vs VSH
+112.8%
-137.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -4.9% |
| 7D | -1.1% | +3.5% | -4.6% | -2.1% |
| 30D | +11.3% | -4.4% | +15.7% | +12.3% |
| 3M | +25.5% | -45.8% | +71.3% | +47.9% |
| 6M | +17.1% | +90.1% | -73.0% | -24.5% |
| YTD | +3.8% | +120.3% | -116.5% | -41.9% |
| 1Y | -24.4% | +112.2% | -136.6% | -56.0% |
| All | -24.4% | +112.8% | -137.1% | -56.0% |
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