+1,290.7%
TMO vs VEU
+185.0%
+1,105.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.5% |
| 7D | -2.5% | -1.9% | -0.5% | -1.1% |
| 30D | -0.3% | -0.7% | +0.4% | +0.2% |
| 3M | +25.3% | +4.9% | +20.4% | +20.4% |
| 6M | +20.9% | +9.8% | +11.0% | +12.0% |
| YTD | +4.3% | +15.3% | -11.0% | -6.9% |
| 1Y | +27.0% | +23.0% | +4.0% | +8.2% |
| 3Y | +17.5% | +73.5% | -56.0% | -22.2% |
| 5Y | +6.9% | +54.5% | -47.5% | -23.2% |
| 10Y | +332.0% | +150.4% | +181.6% | +116.9% |
| All | +1,290.7% | +185.0% | +1,105.7% | +488.2% |
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