+183.8%
VXUS vs TEL
+678.8%
-495.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.0% | +3.0% | -1.9% | -0.4% |
| 30D | +2.2% | -3.9% | +6.1% | +3.9% |
| 3M | +3.0% | -5.1% | +8.1% | +4.9% |
| 6M | +10.7% | +0.6% | +10.1% | +8.7% |
| YTD | +17.8% | -7.3% | +25.1% | +19.5% |
| 1Y | +27.6% | +1.1% | +26.4% | +23.4% |
| 3Y | +73.3% | +63.7% | +9.6% | +29.1% |
| 5Y | +54.3% | +50.7% | +3.7% | +17.1% |
| 10Y | +149.8% | +290.2% | -140.3% | +6.9% |
| All | +183.8% | +678.8% | -495.0% | -26.3% |
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