+146.4%
VXUS vs TFC
+100.2%
+46.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.3% |
| 7D | +1.6% | +2.2% | -0.7% | +0.9% |
| 30D | +1.0% | -2.5% | +3.5% | +1.7% |
| 3M | +5.7% | +4.5% | +1.1% | +4.0% |
| 6M | +13.6% | +11.0% | +2.6% | +9.7% |
| YTD | +17.4% | +5.9% | +11.5% | +14.7% |
| 1Y | +25.1% | +14.6% | +10.5% | +19.1% |
| 3Y | +75.8% | +96.7% | -20.9% | +39.1% |
| 5Y | +55.4% | +15.6% | +39.8% | +41.5% |
| 10Y | +146.4% | +98.6% | +47.8% | +74.4% |
| All | +146.4% | +100.2% | +46.2% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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