+311.2%
TPR vs VEU
+149.3%
+161.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.1% |
| 7D | -3.4% | +1.7% | -5.0% | -5.6% |
| 30D | -27.3% | +1.0% | -28.3% | -28.6% |
| 3M | -16.2% | +5.6% | -21.9% | -23.4% |
| 6M | -17.9% | +13.7% | -31.6% | -32.8% |
| YTD | -7.1% | +17.7% | -24.8% | -28.1% |
| 1Y | +13.6% | +25.8% | -12.1% | -20.2% |
| 3Y | +293.7% | +77.1% | +216.6% | +63.9% |
| 5Y | +239.1% | +57.1% | +181.9% | +74.3% |
| 10Y | +311.2% | +149.8% | +161.4% | +17.0% |
| All | +311.2% | +149.3% | +161.9% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling