+1,757.2%
TSM vs VEA
+162.2%
+1,594.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -0.2% |
| 7D | +2.6% | -2.1% | +4.7% | +5.3% |
| 30D | +1.4% | -1.1% | +2.5% | +2.8% |
| 3M | +5.0% | +5.1% | -0.1% | -0.4% |
| 6M | +24.0% | +9.8% | +14.2% | +12.1% |
| YTD | +41.6% | +15.9% | +25.6% | +20.3% |
| 1Y | +66.2% | +24.6% | +41.6% | +30.1% |
| 3Y | +398.2% | +75.5% | +322.7% | +167.3% |
| 5Y | +277.6% | +59.4% | +218.2% | +127.7% |
| All | +1,757.2% | +162.2% | +1,594.9% | +601.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 10y: compounded portfolio wealth divided by compounded VEA 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…
10y analysis · Full analysis span regression · 6 months rolling