+287.6%
TPR vs VEU
+192.1%
+95.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.6% |
| 7D | -2.3% | +1.1% | -3.4% | -3.5% |
| 30D | -23.0% | +2.2% | -25.1% | -24.9% |
| 3M | -12.5% | +3.0% | -15.5% | -15.8% |
| 6M | -21.4% | +10.9% | -32.3% | -30.0% |
| YTD | -3.5% | +18.2% | -21.7% | -20.1% |
| 1Y | +17.4% | +28.3% | -10.9% | -10.9% |
| 3Y | +291.3% | +74.6% | +216.6% | +114.2% |
| 5Y | +241.9% | +56.4% | +185.5% | +116.6% |
| 10Y | +322.7% | +153.0% | +169.7% | +78.8% |
| All | +287.6% | +192.1% | +95.4% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling