+1,540.3%
TDY vs VEU
+188.0%
+1,352.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.3% |
| 7D | -1.1% | -1.4% | +0.3% | +0.1% |
| 30D | -12.0% | -0.4% | -11.6% | -11.8% |
| 3M | -3.2% | +2.5% | -5.7% | -5.4% |
| 6M | -7.9% | +11.1% | -19.0% | -16.4% |
| YTD | +18.2% | +16.5% | +1.7% | +2.8% |
| 1Y | +6.7% | +22.9% | -16.3% | -11.6% |
| 3Y | +47.5% | +73.4% | -25.9% | -11.0% |
| 5Y | +39.5% | +56.1% | -16.6% | -8.0% |
| 10Y | +477.2% | +153.0% | +324.2% | +152.5% |
| All | +1,540.3% | +188.0% | +1,352.3% | +505.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling