+182.8%
VXUS vs TDY
+1,154.3%
-971.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | +1.6% | -0.9% | +2.5% | +2.0% |
| 30D | +1.0% | -12.5% | +13.5% | +6.8% |
| 3M | +5.7% | -1.2% | +6.8% | +6.0% |
| 6M | +13.6% | -6.6% | +20.1% | +16.5% |
| YTD | +17.4% | +18.5% | -1.1% | +8.4% |
| 1Y | +25.1% | +10.8% | +14.3% | +18.5% |
| 3Y | +75.8% | +47.5% | +28.3% | +44.4% |
| 5Y | +55.4% | +35.8% | +19.6% | +30.0% |
| 10Y | +146.4% | +459.0% | -312.6% | -5.3% |
| All | +182.8% | +1,154.3% | -971.6% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling