+239.1%
TPR vs VEU
+56.3%
+182.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.2% |
| 7D | -3.4% | +1.7% | -5.0% | -5.4% |
| 30D | -27.3% | +1.0% | -28.3% | -28.4% |
| 3M | -16.2% | +5.6% | -21.9% | -22.6% |
| 6M | -17.9% | +13.7% | -31.6% | -31.4% |
| YTD | -7.1% | +17.7% | -24.8% | -26.3% |
| 1Y | +13.6% | +25.8% | -12.1% | -17.7% |
| 3Y | +293.7% | +77.1% | +216.6% | +75.1% |
| 5Y | +239.1% | +57.1% | +181.9% | +87.8% |
| All | +239.1% | +56.3% | +182.8% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling