+400.7%
TXN vs VXUS
+148.6%
+252.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | +0.4% |
| 7D | +2.0% | -1.9% | +3.9% | +4.2% |
| 30D | -8.0% | -0.7% | -7.2% | -7.2% |
| 3M | -7.8% | +4.9% | -12.7% | -11.9% |
| 6M | +32.4% | +9.7% | +22.8% | +20.1% |
| YTD | +51.7% | +15.0% | +36.7% | +30.1% |
| 1Y | +44.3% | +22.4% | +21.9% | +15.3% |
| 3Y | +71.3% | +72.2% | -1.0% | -6.9% |
| 5Y | +56.4% | +52.6% | +3.8% | -2.3% |
| All | +400.7% | +148.6% | +252.1% | +101.1% |
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