+142.3%
VXUS vs TMF
-83.0%
+225.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | +0.8% | +0.6% | +0.2% | +0.8% |
| 30D | -1.9% | +16.3% | -18.2% | -1.4% |
| 3M | -4.4% | -2.7% | -1.7% | -4.5% |
| 6M | -2.0% | -13.2% | +11.2% | -2.4% |
| YTD | +11.1% | -16.7% | +27.8% | +10.5% |
| 1Y | +15.1% | -22.7% | +37.8% | +14.0% |
| 3Y | +70.4% | -26.1% | +96.5% | +70.1% |
| 5Y | +47.2% | -88.4% | +135.6% | +23.0% |
| 10Y | +142.3% | -81.8% | +224.1% | +119.3% |
| All | +142.3% | -83.0% | +225.3% | +119.3% |
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