+7,295.3%
TSM vs VEU
+192.1%
+7,103.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.3% |
| 7D | +2.7% | +1.1% | +1.6% | +1.6% |
| 30D | +3.6% | +2.2% | +1.4% | +1.5% |
| 3M | -3.4% | +3.0% | -6.4% | -5.3% |
| 6M | +20.6% | +10.9% | +9.8% | +10.2% |
| YTD | +41.9% | +18.2% | +23.7% | +22.1% |
| 1Y | +84.4% | +28.3% | +56.1% | +47.0% |
| 3Y | +380.2% | +74.6% | +305.6% | +190.0% |
| 5Y | +275.3% | +56.4% | +219.0% | +155.7% |
| 10Y | +1,751.4% | +153.0% | +1,598.4% | +738.3% |
| All | +7,295.3% | +192.1% | +7,103.2% | +2,971.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling