+165.8%
VXUS vs TGT
+366.9%
-201.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +0.5% | +5.5% | -5.0% | -0.7% |
| 30D | -2.5% | +6.0% | -8.6% | -3.9% |
| 3M | -4.6% | +8.0% | -12.6% | -6.5% |
| 6M | -2.6% | +32.3% | -34.9% | -9.1% |
| YTD | +10.4% | +71.3% | -60.9% | -3.1% |
| 1Y | +12.9% | +86.8% | -74.0% | -3.0% |
| 3Y | +68.4% | +67.9% | +0.5% | +42.6% |
| 5Y | +47.7% | -25.1% | +72.7% | +49.0% |
| 10Y | +142.2% | +211.8% | -69.6% | +58.9% |
| All | +165.8% | +366.9% | -201.1% | +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