+309.1%
TMUS vs VXUS
+145.9%
+163.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -0.3% | +1.6% | -1.8% | -1.1% |
| 30D | +3.1% | +1.0% | +2.1% | +2.5% |
| 3M | +2.4% | +5.7% | -3.2% | -1.2% |
| 6M | -17.1% | +13.6% | -30.7% | -24.1% |
| YTD | -9.1% | +17.4% | -26.5% | -18.9% |
| 1Y | -23.6% | +25.1% | -48.7% | -34.8% |
| 3Y | +38.8% | +75.8% | -37.0% | -7.7% |
| 5Y | +43.0% | +55.4% | -12.4% | +3.5% |
| 10Y | +309.1% | +146.4% | +162.7% | +101.6% |
| All | +309.1% | +145.9% | +163.2% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling