+165.8%
VXUS vs TEL
+713.0%
-547.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +2.3% | +5.6% | -3.3% | -0.2% |
| 30D | -2.2% | +0.9% | -3.1% | -2.9% |
| 3M | -5.4% | +2.1% | -7.5% | -6.8% |
| 6M | -1.2% | +2.7% | -4.0% | -3.5% |
| YTD | +10.4% | -3.2% | +13.6% | +9.4% |
| 1Y | +11.8% | -10.6% | +22.4% | +14.7% |
| 3Y | +68.4% | +79.8% | -11.4% | +19.6% |
| 5Y | +45.9% | +43.3% | +2.6% | +13.6% |
| 10Y | +144.7% | +287.5% | -142.7% | +5.4% |
| All | +165.8% | +713.0% | -547.2% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling