+144.8%
VXUS vs TEL
+301.8%
-156.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.9% | -2.3% | +0.4% | -1.0% |
| 30D | -0.7% | -6.1% | +5.3% | +1.7% |
| 3M | +4.9% | +1.7% | +3.2% | +3.7% |
| 6M | +9.7% | +1.6% | +8.0% | +7.5% |
| YTD | +15.0% | -9.1% | +24.1% | +17.5% |
| 1Y | +22.4% | -1.7% | +24.1% | +20.3% |
| 3Y | +72.2% | +67.3% | +4.9% | +29.9% |
| 5Y | +52.6% | +52.1% | +0.5% | +17.8% |
| All | +144.8% | +301.8% | -156.9% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TEL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling