-18.4%
TSCO vs VXUS
+70.7%
-89.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.7% |
| 7D | -3.1% | -1.9% | -1.2% | -2.1% |
| 30D | -4.4% | -0.7% | -3.6% | -4.0% |
| 3M | +9.7% | +4.9% | +4.8% | +6.5% |
| 6M | -32.4% | +9.7% | -42.1% | -36.4% |
| YTD | -31.7% | +15.0% | -46.7% | -37.9% |
| 1Y | -41.3% | +22.4% | -63.7% | -48.9% |
| All | -18.4% | +70.7% | -89.1% | -48.3% |
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