+33.1%
TPR vs VEU
+12.4%
+20.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -0.3% | +2.1% | -2.4% | -1.7% |
| 30D | +15.1% | -0.9% | +16.0% | +15.5% |
| 3M | +3.5% | -5.4% | +8.9% | +7.5% |
| 6M | +0.4% | -1.8% | +2.2% | +0.1% |
| YTD | +4.6% | +10.9% | -6.3% | -6.4% |
| 1Y | +33.1% | +13.6% | +19.5% | +16.8% |
| All | +33.1% | +12.4% | +20.7% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling