-10.4%
TSCO vs VXUS
+53.0%
-63.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -2.1% |
| 7D | -5.7% | -1.4% | -4.2% | -4.9% |
| 30D | -8.8% | -0.5% | -8.3% | -8.6% |
| 3M | +6.3% | +2.6% | +3.8% | +4.6% |
| 6M | -32.3% | +10.9% | -43.1% | -36.6% |
| YTD | -32.7% | +16.1% | -48.8% | -38.9% |
| 1Y | -43.7% | +22.3% | -66.0% | -50.5% |
| 3Y | -19.7% | +72.0% | -91.7% | -43.2% |
| All | -10.4% | +53.0% | -63.4% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling