+59.7%
TEM vs VSH
+44.5%
+15.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | +3.2% | +6.2% | -3.0% | -0.3% |
| 30D | +23.5% | -11.1% | +34.6% | +30.4% |
| 3M | +32.3% | -44.9% | +77.2% | +76.4% |
| 6M | +23.0% | +90.0% | -66.9% | -37.8% |
| YTD | +8.9% | +118.8% | -109.9% | -52.7% |
| 1Y | -19.9% | +109.0% | -128.8% | -64.2% |
| All | +59.7% | +44.5% | +15.2% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling