+1,643.1%
TSM vs VEU
+149.9%
+1,493.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +6.2% | +2.1% | +4.1% | +3.4% |
| 30D | -7.3% | -0.9% | -6.4% | -5.7% |
| 3M | -7.1% | -5.4% | -1.7% | +0.3% |
| 6M | +0.2% | -1.8% | +2.0% | +4.2% |
| YTD | +32.2% | +10.9% | +21.3% | +18.5% |
| 1Y | +42.8% | +13.6% | +29.2% | +24.3% |
| 3Y | +330.4% | +69.3% | +261.1% | +135.7% |
| 5Y | +263.9% | +48.1% | +215.8% | +135.9% |
| All | +1,643.1% | +149.9% | +1,493.2% | +589.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling