+411.0%
TSM vs VEU
+77.0%
+334.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +3.0% |
| 7D | +6.0% | +1.7% | +4.4% | +3.3% |
| 30D | +4.5% | +1.0% | +3.5% | +3.0% |
| 3M | +3.1% | +5.6% | -2.5% | -4.5% |
| 6M | +30.2% | +13.7% | +16.5% | +8.0% |
| YTD | +45.2% | +17.7% | +27.5% | +14.2% |
| 1Y | +79.6% | +25.8% | +53.8% | +28.0% |
| 3Y | +411.0% | +77.1% | +333.9% | +128.5% |
| All | +411.0% | +77.0% | +334.0% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling