+165.8%
VXUS vs TGT
+366.0%
-200.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +2.1% | +2.6% | -0.5% | +1.6% |
| 30D | -1.1% | +4.7% | -5.8% | -2.2% |
| 3M | -5.6% | +4.6% | -10.2% | -6.8% |
| 6M | -2.3% | +34.9% | -37.1% | -9.1% |
| YTD | +10.4% | +70.9% | -60.6% | -3.1% |
| 1Y | +13.1% | +84.4% | -71.3% | -2.5% |
| 3Y | +68.0% | +69.1% | -1.1% | +42.0% |
| 5Y | +45.8% | -26.9% | +72.8% | +48.1% |
| 10Y | +144.7% | +207.6% | -63.0% | +61.3% |
| All | +165.8% | +366.0% | -200.2% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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