+160.2%
VXUS vs TFC
+213.3%
-53.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.5% |
| 7D | -1.8% | +1.2% | -3.0% | -2.2% |
| 30D | -4.6% | +8.3% | -12.9% | -7.3% |
| 3M | -6.1% | -5.2% | -0.9% | -4.5% |
| 6M | -4.9% | -0.8% | -4.1% | -5.2% |
| YTD | +8.1% | +3.4% | +4.6% | +5.9% |
| 1Y | +12.1% | +17.0% | -4.9% | +5.0% |
| 3Y | +63.9% | +86.2% | -22.3% | +26.4% |
| 5Y | +43.1% | -2.3% | +45.4% | +35.9% |
| 10Y | +139.2% | +93.9% | +45.3% | +48.7% |
| All | +160.2% | +213.3% | -53.1% | +13.6% |
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