+6,793.4%
TSM vs VEU
+174.2%
+6,619.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +6.2% | +2.1% | +4.1% | +4.0% |
| 30D | -7.3% | -0.9% | -6.4% | -6.0% |
| 3M | -7.1% | -5.4% | -1.7% | -1.3% |
| 6M | +0.2% | -1.8% | +2.0% | +3.6% |
| YTD | +32.2% | +10.9% | +21.3% | +21.8% |
| 1Y | +42.8% | +13.6% | +29.2% | +28.6% |
| 3Y | +330.4% | +69.3% | +261.1% | +169.7% |
| 5Y | +263.9% | +48.1% | +215.8% | +163.1% |
| 10Y | +1,580.2% | +148.0% | +1,432.2% | +683.6% |
| All | +6,793.4% | +174.2% | +6,619.2% | +2,965.7% |
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