+165.8%
VXUS vs TD
+495.7%
-329.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +2.3% | +0.6% | +1.7% | +2.0% |
| 30D | -2.2% | +5.0% | -7.2% | -5.1% |
| 3M | -5.4% | +1.1% | -6.5% | -6.2% |
| 6M | -1.2% | +16.5% | -17.7% | -10.4% |
| YTD | +10.4% | +34.3% | -23.9% | -8.3% |
| 1Y | +11.8% | +52.9% | -41.0% | -14.3% |
| 3Y | +68.4% | +132.2% | -63.8% | -2.1% |
| 5Y | +45.9% | +101.9% | -56.0% | -8.6% |
| 10Y | +144.7% | +302.0% | -157.2% | -8.1% |
| All | +165.8% | +495.7% | -329.9% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling