+256.1%
TPR vs VEU
+45.1%
+211.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.3% |
| 7D | +14.2% | -1.6% | +15.8% | +16.0% |
| 30D | +17.1% | -4.3% | +21.4% | +23.1% |
| 3M | -17.7% | -5.8% | -11.9% | -12.2% |
| 6M | -10.2% | -4.4% | -5.8% | -6.6% |
| YTD | +4.9% | +8.7% | -3.7% | -8.6% |
| 1Y | +36.1% | +12.6% | +23.5% | +12.8% |
| 3Y | +416.5% | +65.2% | +351.2% | +148.7% |
| All | +256.1% | +45.1% | +211.0% | +121.8% |
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