+39.5%
TMUS vs VXUS
+73.9%
-34.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | +5.3% | +2.2% | +3.1% | +5.1% |
| 3M | +3.1% | +3.0% | +0.2% | +3.0% |
| 6M | -16.5% | +10.7% | -27.1% | -17.1% |
| YTD | -9.2% | +17.8% | -27.0% | -11.5% |
| 1Y | -26.5% | +27.6% | -54.1% | -30.0% |
| All | +39.5% | +73.9% | -34.4% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling