+147.1%
VXUS vs TMF
-81.8%
+228.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -0.5% | -3.4% | +2.8% | -0.6% |
| 30D | -1.2% | +11.5% | -12.7% | -0.8% |
| 3M | -3.8% | -4.5% | +0.7% | -3.9% |
| 6M | -1.7% | -15.0% | +13.3% | -2.2% |
| YTD | +11.4% | -19.9% | +31.3% | +10.6% |
| 1Y | +13.3% | -26.6% | +39.9% | +12.1% |
| 3Y | +70.0% | -29.8% | +99.8% | +69.3% |
| 5Y | +48.1% | -88.2% | +136.3% | +24.5% |
| 10Y | +147.1% | -81.4% | +228.4% | +122.3% |
| All | +147.1% | -81.8% | +228.8% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling