Jun 27
Portfolio Performance: Historical Data as of June 26
Below is the data table showing the relative performance between ten portfolios and their benchmark. All the portfolios tracked with the TLH spreadsheet are available to Premium Content readers. This week each of the six portfolios picked up a small amount of ground on the Vanguard Total Market Index Fund, VTSMX.
How is it that we have a batting average of 1000? All ten portfolios are performing better than their benchmark even though the portfolios are of different size and were launched at times. Part can be attributed to luck. The skill part is that the portfolios are constructed based on academic research. If you have been reading this blog for very long you will know the importance I place on the concept of asset allocation. How these portfolios are constructed makes up a big part of why all ten portfolios are beating their benchmark. We are still not satisfied with the relative performance and intend to continue research as to how Tactical Asset Allocation can add more alpha to these portfolios. That research will be made available to Premium Content readers. Come check it out.
Historical Portfolio Data: June 26, 2009
| Portfolio | Last Updated | Launch Date | Tracking Tool | Port. IRR | VTSMX IRR | Diff | IR |
|---|---|---|---|---|---|---|---|
| AA-Mosaic | 5/29/2009 | 7/21/1999 | Captool | -0.52% | -2.99% | 2.5% | 0.05 |
| AA-Mosaic | 6/26/2009 | 12/26/2007 | TLH SS | -16.3% | -26.1% | 9.8% | *** |
| Mosaic2 | 5/29/2009 | 7/19/1999 | Captool | 2.3% | -3.2% | 5.5% | 0.15 |
| Mosaic2 | 6/26/2009 | 6/02/2008 | TLH SS | -12.4% | -21.3% | 8.9% | *** |
| Passive Port. | 5/29/2009 | 12/01/2000 | Captool | 1.22% | -2.9% | 4.1% | 0.67 |
| Passive Port. | 6/26/2009 | 02/01/2000 | TLH SS | 0.6% | -1.7% | 2.3% | *** |
| Jane | 5/29/2009 | 2/14/1997 | Captool | 5.49% | -2.41% | 7.9% | 0.38 |
| Jane | 6/26/2009 | 6/30/2008 | TLH SS | -6.9% | -15.7% | 8.8% | *** |
| Gauss | 5/29/2009 | 2/19/1997 | Captool | -0.13% | -2.41% | 2.5% | 0.01 |
| Gauss | 6/26/2009 | 11/01/2008 | TLH SS | 19.8% | 6.1% | 13.7% | *** |
| Scrappy | 5/29/2009 | 8/14/2008 | Captool | -4.73% | -35.1% | 30.4% | *** |
| Scrappy | 6/26/2009 | 8/14/2008 | TLH SS | -5.4% | -28.2% | 22.8% | *** |
| Projects | 5/29/2009 | 12/01/2000 | Captool | 3.1% | -2.9% | 6.0% | 1.36 |
| 1 | 5/29/2009 | 6/18/1999 | Captool | 1.68% | -2.71% | 4.39% | 0.26 |
| 2 | 5/29/2009 | 6/18/1999 | Captool | 2.16% | -2.71% | 4.9% | 0.67 |
| 3 | 5/29/2009 | 3/13/2008 | Captool | -8.1% | -24.9% | 16.8% | *** |
Lowell Herr
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