+775.4%
TMUS vs VXUS
+179.6%
+595.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.8% |
| 7D | +0.1% | +1.0% | -0.9% | -0.7% |
| 30D | +5.3% | +2.2% | +3.1% | +3.5% |
| 3M | +3.1% | +3.0% | +0.2% | +0.2% |
| 6M | -16.5% | +10.7% | -27.1% | -24.0% |
| YTD | -9.2% | +17.8% | -27.0% | -21.7% |
| 1Y | -26.5% | +27.6% | -54.1% | -40.8% |
| 3Y | +39.0% | +73.3% | -34.3% | -14.7% |
| 5Y | +40.4% | +54.3% | -14.0% | -6.1% |
| 10Y | +303.7% | +149.8% | +153.9% | +67.7% |
| All | +775.4% | +179.6% | +595.8% | +209.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling