+183.8%
VXUS vs TFC
+227.7%
-43.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.0% | +2.4% | -1.4% | +0.2% |
| 30D | +2.2% | -1.3% | +3.5% | +2.6% |
| 3M | +3.0% | +6.1% | -3.1% | +0.5% |
| 6M | +10.7% | +7.3% | +3.3% | +7.4% |
| YTD | +17.8% | +8.2% | +9.6% | +13.8% |
| 1Y | +27.6% | +14.4% | +13.1% | +20.4% |
| 3Y | +73.3% | +93.7% | -20.4% | +31.5% |
| 5Y | +54.3% | +16.4% | +37.9% | +36.9% |
| 10Y | +149.8% | +101.6% | +48.3% | +53.4% |
| All | +183.8% | +227.7% | -43.9% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling