+389.7%
TPR vs VEU
+147.4%
+242.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | -1.5% |
| 7D | +12.7% | +0.8% | +11.9% | +10.8% |
| 30D | +17.1% | -1.6% | +18.7% | +19.1% |
| 3M | -15.9% | -4.2% | -11.7% | -11.7% |
| 6M | +2.6% | -1.5% | +4.1% | +2.5% |
| YTD | +7.5% | +11.7% | -4.2% | -11.2% |
| 1Y | +32.9% | +15.6% | +17.3% | +4.3% |
| 3Y | +413.8% | +71.7% | +342.1% | +120.3% |
| 5Y | +263.9% | +49.5% | +214.4% | +98.1% |
| 10Y | +389.7% | +145.6% | +244.1% | +50.1% |
| All | +389.7% | +147.4% | +242.3% | +50.1% |
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 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