-18.0%
TSN vs VEU
+47.6%
-65.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -1.4% | +2.1% | -3.5% | -2.2% |
| 30D | +8.5% | -0.9% | +9.4% | +8.8% |
| 3M | +5.3% | -5.4% | +10.7% | +7.2% |
| 6M | -10.5% | -1.8% | -8.7% | -10.5% |
| YTD | +3.0% | +10.9% | -8.0% | -2.7% |
| 1Y | +12.1% | +13.6% | -1.4% | +4.9% |
| 3Y | +43.1% | +69.3% | -26.1% | +9.4% |
| All | -18.0% | +47.6% | -65.6% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling