+1,707.0%
TSM vs VEU
+152.2%
+1,554.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.3% | +3.1% |
| 7D | +4.4% | -0.5% | +5.0% | +5.6% |
| 30D | -7.0% | -1.0% | -6.0% | -5.3% |
| 3M | -1.8% | -3.6% | +1.8% | +3.5% |
| 6M | +2.7% | -1.2% | +3.9% | +5.9% |
| YTD | +37.1% | +12.0% | +25.1% | +21.4% |
| 1Y | +43.5% | +13.9% | +29.6% | +24.5% |
| 3Y | +341.5% | +71.3% | +270.2% | +138.2% |
| 5Y | +278.9% | +50.3% | +228.6% | +141.1% |
| All | +1,707.0% | +152.2% | +1,554.8% | +606.1% |
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