+165.8%
VXUS vs TCOM
+99.1%
+66.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +2.1% | -1.8% | +3.9% | +2.4% |
| 30D | -1.1% | +12.1% | -13.2% | -3.1% |
| 3M | -5.6% | -3.2% | -2.4% | -5.3% |
| 6M | -2.3% | -16.6% | +14.4% | +0.3% |
| YTD | +10.4% | -39.4% | +49.7% | +18.9% |
| 1Y | +13.1% | -41.5% | +54.6% | +22.5% |
| 3Y | +68.0% | +24.4% | +43.6% | +55.2% |
| 5Y | +45.8% | +41.6% | +4.2% | +25.3% |
| 10Y | +144.7% | +6.5% | +138.1% | +108.4% |
| All | +165.8% | +99.1% | +66.6% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling