+368.2%
TSN vs VEU
+174.2%
+194.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -1.4% | +2.1% | -3.5% | -2.8% |
| 30D | +8.5% | -0.9% | +9.4% | +9.0% |
| 3M | +5.3% | -5.4% | +10.7% | +8.8% |
| 6M | -10.5% | -1.8% | -8.7% | -10.4% |
| YTD | +3.0% | +10.9% | -8.0% | -5.6% |
| 1Y | +12.1% | +13.6% | -1.4% | +1.1% |
| 3Y | +43.1% | +69.3% | -26.1% | -3.0% |
| 5Y | -15.1% | +48.1% | -63.2% | -37.7% |
| 10Y | +14.8% | +148.0% | -133.2% | -42.5% |
| All | +368.2% | +174.2% | +194.1% | +110.9% |
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