100 Level

HDR Sunset Photograph

A few days ago I was on the Oregon Coast to view an art exhibit.  That evening, as the sun was setting, I set up my camera on a tripod to see what would happen if I tried to create a High Dynamic Range (HDR) photograph.  The sky was very clear so I knew the sunset would not be anything special.  To create this photograph I took three images, one over exposed, one under exposed, and … [Read More...]

Customized Benchmark: What Is Required To Calculate The ITA Index?

Long-time readers know the importance of benchmarking a portfolio, but some investors may not know what is required to calculate the ITA Index.  Understanding how to use the TLH Spreadsheet is at the core of calculating the ITA Index.  Assume you are constructing a portfolio using sixteen different classes.  Here is a list similar to what I use in nearly every portfolio.  I've included the … [Read More...]

300 Level

Bohr Portfolio Review

Since the last update some 33 days ago, shares were added to VTI, VTV, VCR and Berkshire Hathaway (BRK-B) was added to the Bohr.  Yesterday I sold off 100 shares of RWX, but still hold too many based on the optimizer guidelines. Efficient Frontier:  Since the last saved efficient frontier the adjustments in the securities lifted the graph a minor amount.  Berkshire Hathaway (BRK-B or BRK.B) was … [Read More...]

QPP Analysis of Gauss Portfolio

Platinum members are aware that the Gauss Portfolio is one of the ITA Risk Reduction model candidates.  Since the Gauss is such a new portfolio,  I don't think I ever ran a Quantext Portfolio Planner (QPP) analysis on it.  While not every asset class is exactly in balance, I decided to use the current holdings for this analysis rather than use the Strategic Asset Allocation … [Read More...]

200 Level

Updating the Basic Portfolio

Here is the latest data on a basic portfolio for investors about to launch a new portfolio.  The shares for this $100,000 portfolio present an example and each investor needs to make their own decisions.  Some portfolio tweaking will be suggested below when we take a look at the Buy-Hold-Sell Recommendation table. ETF Ranking:  While this is a basic list of ETFs, there will still be some … [Read More...]

Portfolio Performance: 7 October 2011

While the past week was positive for all the portfolios on an absolute scale, large-cap stocks continued to perform better than globally diversified portfolios.  Therefore, portfolios tracked by the TLH Spreadsheet either remained even or lost a little ground to the VTSMX benchmark.  Tough times in Europe are not helping ETFs such as VEU or emerging markets, VWO. The following data … [Read More...]

400 Level

QPP Analysis of iShare ETFs Over Different Periods

Over the last few days I've posted a number of entries related to the "Delta Factor" (DF) analysis.  This flurry of DF articles came about as a result of questions tied to entry into the market.  If one is holding cash, when is a good time to begin investing that cash into equity and bond vehicles, be it individual stocks, index mutual funds, or index ETFs?  Readers … [Read More...]

Delta Factor Projections for International Countries

Based in a request from a Platinum member, here are the Delta Factor (DF) projections for the international countries I track on a regular basis.  As might be expected, since DF relies on reversion-to-the-mean principles, countries that are in trouble show up as the best opportunities over the next several years.  Investors need to perform their own research as the Delta Factor is just one … [Read More...]