+181.2%
TSCO vs VXUS
+151.1%
+30.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -2.1% |
| 7D | -5.7% | -1.4% | -4.2% | -4.8% |
| 30D | -8.8% | -0.5% | -8.3% | -8.6% |
| 3M | +6.3% | +2.6% | +3.8% | +4.4% |
| 6M | -32.3% | +10.9% | -43.1% | -37.0% |
| YTD | -32.7% | +16.1% | -48.8% | -39.3% |
| 1Y | -43.7% | +22.3% | -66.0% | -50.9% |
| 3Y | -19.7% | +72.0% | -91.7% | -44.2% |
| 5Y | -11.6% | +54.1% | -65.8% | -34.7% |
| All | +181.2% | +151.1% | +30.1% | +68.7% |
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