+147.1%
VXUS vs TD
+302.8%
-155.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.5% | -3.1% | +2.5% | +1.2% |
| 30D | -1.2% | +6.7% | -7.9% | -4.6% |
| 3M | -3.8% | +3.1% | -6.9% | -5.6% |
| 6M | -1.7% | +17.6% | -19.3% | -10.4% |
| YTD | +11.4% | +34.8% | -23.4% | -5.8% |
| 1Y | +13.3% | +55.6% | -42.3% | -11.4% |
| 3Y | +70.0% | +133.1% | -63.1% | +4.8% |
| 5Y | +48.1% | +104.7% | -56.6% | -2.8% |
| 10Y | +147.1% | +303.6% | -156.5% | +15.8% |
| All | +147.1% | +302.8% | -155.7% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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