+41.0%
TDY vs VEU
+55.0%
-14.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.4% |
| 7D | -1.1% | -1.4% | +0.3% | 0.0% |
| 30D | -12.0% | -0.4% | -11.6% | -11.8% |
| 3M | -3.2% | +2.5% | -5.7% | -5.2% |
| 6M | -7.9% | +11.1% | -19.0% | -15.5% |
| YTD | +18.2% | +16.5% | +1.7% | +4.3% |
| 1Y | +6.7% | +22.9% | -16.3% | -9.9% |
| 3Y | +47.5% | +73.4% | -25.9% | -6.7% |
| All | +41.0% | +55.0% | -14.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling