+285.0%
TSM vs VEA
+60.9%
+224.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | +0.3% |
| 7D | +4.8% | +0.3% | +4.5% | +4.3% |
| 30D | +4.0% | +0.4% | +3.6% | +3.5% |
| 3M | +2.0% | +4.8% | -2.8% | -3.5% |
| 6M | +25.5% | +11.3% | +14.2% | +10.1% |
| YTD | +44.0% | +17.4% | +26.6% | +17.9% |
| 1Y | +75.4% | +26.2% | +49.2% | +31.1% |
| 3Y | +406.7% | +77.7% | +329.0% | +149.3% |
| 5Y | +285.0% | +60.9% | +224.1% | +121.2% |
| All | +285.0% | +60.9% | +224.1% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling