+64.0%
VXUS vs TLN
+710.8%
-646.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.3% |
| 7D | +2.1% | +11.0% | -8.9% | +0.9% |
| 30D | -1.1% | +4.9% | -6.0% | -1.8% |
| 3M | -5.6% | +4.9% | -10.5% | -6.6% |
| 6M | -2.3% | +7.1% | -9.4% | -3.7% |
| YTD | +10.4% | +0.3% | +10.0% | +8.7% |
| 1Y | +13.1% | +5.9% | +7.1% | +10.7% |
| 3Y | +68.0% | +578.5% | -510.5% | +30.3% |
| All | +64.0% | +710.8% | -646.8% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling