+147.3%
VXUS vs TDY
+479.2%
-332.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.5% |
| 7D | -1.4% | -1.1% | -0.3% | -1.0% |
| 30D | -0.5% | -12.0% | +11.6% | +4.3% |
| 3M | +2.6% | -3.2% | +5.8% | +3.6% |
| 6M | +10.9% | -7.9% | +18.7% | +14.0% |
| YTD | +16.1% | +18.2% | -2.1% | +8.6% |
| 1Y | +22.3% | +6.7% | +15.6% | +18.5% |
| 3Y | +72.0% | +47.5% | +24.5% | +45.4% |
| 5Y | +54.1% | +39.5% | +14.6% | +31.1% |
| All | +147.3% | +479.2% | -332.0% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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