+466.1%
TSEM vs VEU
+174.2%
+291.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.9% | -6.9% |
| 7D | +7.0% | +2.1% | +4.9% | +5.1% |
| 30D | -29.8% | -0.9% | -28.9% | -28.6% |
| 3M | -41.9% | -5.4% | -36.5% | -38.0% |
| 6M | -45.8% | -1.8% | -44.0% | -43.1% |
| YTD | +25.1% | +10.9% | +14.2% | +18.3% |
| 1Y | +48.2% | +13.6% | +34.7% | +37.6% |
| 3Y | +476.5% | +69.3% | +407.2% | +282.1% |
| 5Y | +301.4% | +48.1% | +253.3% | +195.5% |
| 10Y | +812.9% | +148.0% | +664.9% | +352.2% |
| All | +466.1% | +174.2% | +291.9% | +208.2% |
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