+147.3%
VXUS vs TDG
+547.7%
-400.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | -1.4% | -1.9% | +0.4% | -0.9% |
| 30D | -0.5% | -7.7% | +7.2% | +1.8% |
| 3M | +2.6% | -9.3% | +11.9% | +5.2% |
| 6M | +10.9% | -9.4% | +20.2% | +13.4% |
| YTD | +16.1% | -14.3% | +30.4% | +20.4% |
| 1Y | +22.3% | -11.8% | +34.1% | +25.4% |
| 3Y | +72.0% | +52.0% | +20.0% | +47.5% |
| 5Y | +54.1% | +128.8% | -74.7% | +15.6% |
| All | +147.3% | +547.7% | -400.4% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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