+330.4%
TSM vs VEA
+74.1%
+256.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.2% | +2.3% | +3.9% | +2.8% |
| 30D | -7.3% | +0.2% | -7.5% | -7.2% |
| 3M | -7.1% | -5.3% | -1.8% | +1.1% |
| 6M | +0.2% | -0.9% | +1.2% | +3.0% |
| YTD | +32.2% | +12.2% | +20.0% | +13.7% |
| 1Y | +42.8% | +16.1% | +26.7% | +16.8% |
| 3Y | +330.4% | +73.0% | +257.4% | +110.0% |
| All | +330.4% | +74.1% | +256.3% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling