+397.0%
TSM vs VXUS
+76.2%
+320.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.1% |
| 7D | +2.7% | +1.0% | +1.7% | +1.1% |
| 30D | +3.6% | +2.2% | +1.4% | +0.2% |
| 3M | -3.4% | +3.0% | -6.3% | -6.8% |
| 6M | +20.6% | +10.7% | +10.0% | +4.3% |
| YTD | +41.9% | +17.8% | +24.0% | +11.3% |
| 1Y | +84.4% | +27.6% | +56.8% | +28.6% |
| All | +397.0% | +76.2% | +320.7% | +122.4% |
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