+196.8%
TSCO vs VXUS
+146.4%
+50.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.3% | +2.1% | -1.9% | -1.0% |
| 30D | +11.3% | -1.1% | +12.5% | +11.9% |
| 3M | +1.5% | -5.6% | +7.1% | +4.9% |
| 6M | +24.0% | -2.3% | +26.2% | +24.7% |
| YTD | -25.7% | +10.4% | -36.0% | -31.1% |
| 1Y | -33.6% | +13.1% | -46.6% | -39.4% |
| 3Y | -1.5% | +68.0% | -69.5% | -31.2% |
| 5Y | -9.6% | +45.8% | -55.4% | -31.3% |
| All | +196.8% | +146.4% | +50.4% | +68.5% |
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 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