+150.1%
VXUS vs TCOM
-12.7%
+162.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.2% |
| 7D | +0.3% | -10.2% | +10.5% | +2.2% |
| 30D | +0.7% | -16.8% | +17.5% | +4.0% |
| 3M | +4.8% | -16.7% | +21.4% | +7.8% |
| 6M | +11.3% | -27.1% | +38.4% | +17.3% |
| YTD | +16.5% | -45.5% | +62.0% | +28.8% |
| 1Y | +24.3% | -45.9% | +70.1% | +37.4% |
| 3Y | +74.5% | +9.8% | +64.7% | +63.2% |
| 5Y | +54.3% | +23.8% | +30.5% | +33.7% |
| 10Y | +150.1% | -10.8% | +160.9% | +109.3% |
| All | +150.1% | -12.7% | +162.8% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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