+1,789.0%
TSM vs VEU
+155.6%
+1,633.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | +0.2% |
| 7D | +4.8% | +0.3% | +4.5% | +4.4% |
| 30D | +4.0% | +0.7% | +3.4% | +3.2% |
| 3M | +2.0% | +4.7% | -2.7% | -3.0% |
| 6M | +25.5% | +11.6% | +13.9% | +10.5% |
| YTD | +44.0% | +16.8% | +27.2% | +20.2% |
| 1Y | +75.4% | +24.9% | +50.6% | +35.2% |
| 3Y | +406.7% | +75.7% | +331.0% | +162.9% |
| 5Y | +285.0% | +56.1% | +228.9% | +132.2% |
| All | +1,789.0% | +155.6% | +1,633.4% | +599.8% |
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