+302.0%
TRV vs VXUS
+151.1%
+150.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.4% |
| 7D | +1.9% | -1.4% | +3.4% | +2.9% |
| 30D | +1.7% | -0.5% | +2.2% | +2.0% |
| 3M | +23.9% | +2.6% | +21.3% | +21.1% |
| 6M | +26.3% | +10.9% | +15.4% | +15.7% |
| YTD | +30.8% | +16.1% | +14.7% | +15.3% |
| 1Y | +36.3% | +22.3% | +14.0% | +15.3% |
| 3Y | +145.0% | +72.0% | +73.0% | +56.6% |
| 5Y | +163.9% | +54.1% | +109.7% | +83.9% |
| All | +302.0% | +151.1% | +150.9% | +92.2% |
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