+238.4%
TMUS vs VXUS
+135.4%
+103.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +3.6% | -1.8% | +5.3% | +4.5% |
| 30D | -3.4% | -4.6% | +1.2% | -1.2% |
| 3M | -9.5% | -6.1% | -3.4% | -6.8% |
| 6M | -15.2% | -4.9% | -10.3% | -13.8% |
| YTD | -18.9% | +8.1% | -27.0% | -24.5% |
| 1Y | -17.7% | +12.1% | -29.8% | -25.2% |
| 3Y | +15.6% | +63.9% | -48.2% | -20.3% |
| 5Y | +38.9% | +43.1% | -4.2% | +5.1% |
| All | +238.4% | +135.4% | +103.0% | +79.8% |
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