+309.3%
TSN vs VEU
+192.1%
+117.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | -6.3% | +1.1% | -7.5% | -7.1% |
| 30D | -10.8% | +2.2% | -13.0% | -12.1% |
| 3M | -8.8% | +3.0% | -11.7% | -11.2% |
| 6M | -16.8% | +10.9% | -27.7% | -23.3% |
| YTD | -10.0% | +18.2% | -28.2% | -20.7% |
| 1Y | -5.3% | +28.3% | -33.5% | -21.1% |
| 3Y | +8.5% | +74.6% | -66.1% | -27.7% |
| 5Y | -22.9% | +56.4% | -79.3% | -45.3% |
| 10Y | -12.6% | +153.0% | -165.6% | -56.6% |
| All | +309.3% | +192.1% | +117.2% | +77.3% |
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