+46.6%
VXUS vs TEM
+101.4%
-54.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.4% |
| 7D | +0.5% | +3.5% | -3.0% | +0.2% |
| 30D | -2.5% | +13.5% | -16.1% | -3.4% |
| 3M | -4.6% | +46.3% | -50.9% | -7.3% |
| 6M | -2.6% | +61.5% | -64.2% | -6.2% |
| YTD | +10.4% | +36.4% | -26.0% | +6.9% |
| 1Y | +12.9% | +12.2% | +0.7% | +10.2% |
| All | +46.6% | +101.4% | -54.7% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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