+142.2%
VXUS vs TMF
-82.2%
+224.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.8% |
| 7D | +0.5% | -1.1% | +1.6% | +0.5% |
| 30D | -2.5% | +11.8% | -14.4% | -2.2% |
| 3M | -4.6% | -4.0% | -0.6% | -4.7% |
| 6M | -2.6% | -16.5% | +13.9% | -3.2% |
| YTD | +10.4% | -19.9% | +30.3% | +9.6% |
| 1Y | +12.9% | -25.6% | +38.4% | +11.7% |
| 3Y | +68.4% | -29.9% | +98.3% | +67.7% |
| 5Y | +47.7% | -88.2% | +135.9% | +24.1% |
| 10Y | +142.2% | -81.7% | +223.9% | +118.1% |
| All | +142.2% | -82.2% | +224.4% | +118.1% |
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