+330.4%
TSM vs VXUS
+69.0%
+261.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | +6.2% | +2.1% | +4.1% | +2.7% |
| 30D | -7.3% | -1.1% | -6.1% | -5.1% |
| 3M | -7.1% | -5.6% | -1.5% | +2.5% |
| 6M | +0.2% | -2.3% | +2.5% | +5.7% |
| YTD | +32.2% | +10.4% | +21.9% | +15.4% |
| 1Y | +42.8% | +13.1% | +29.7% | +20.0% |
| 3Y | +330.4% | +68.0% | +262.4% | +110.2% |
| All | +330.4% | +69.0% | +261.4% | +110.2% |
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 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