+1,753.6%
TSM vs VXUS
+145.9%
+1,607.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.8% |
| 7D | +6.0% | +1.6% | +4.5% | +3.9% |
| 30D | +4.5% | +1.0% | +3.5% | +3.3% |
| 3M | +3.1% | +5.7% | -2.6% | -3.1% |
| 6M | +30.2% | +13.6% | +16.6% | +12.1% |
| YTD | +45.2% | +17.4% | +27.8% | +20.3% |
| 1Y | +79.6% | +25.1% | +54.5% | +38.0% |
| 3Y | +411.0% | +75.8% | +335.2% | +164.4% |
| 5Y | +290.7% | +55.4% | +235.3% | +136.6% |
| 10Y | +1,753.6% | +146.4% | +1,607.2% | +601.8% |
| All | +1,753.6% | +145.9% | +1,607.7% | +601.8% |
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