+1,410.4%
TSM vs VXUS
+135.4%
+1,275.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.1% |
| 7D | -7.6% | -1.8% | -5.8% | -5.2% |
| 30D | -20.5% | -4.6% | -15.9% | -15.1% |
| 3M | -10.0% | -6.1% | -3.9% | -1.8% |
| 6M | -10.1% | -4.9% | -5.2% | -2.6% |
| YTD | +24.5% | +8.1% | +16.5% | +15.4% |
| 1Y | +31.2% | +12.1% | +19.1% | +16.2% |
| 3Y | +322.0% | +63.9% | +258.1% | +140.5% |
| 5Y | +245.3% | +43.1% | +202.1% | +133.5% |
| All | +1,410.4% | +135.4% | +1,275.0% | +529.0% |
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