+147.0%
VXUS vs TMF
-87.2%
+234.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +1.0% | -1.4% | +2.5% | +1.0% |
| 30D | +2.2% | -2.8% | +5.0% | +2.1% |
| 3M | +3.0% | -10.9% | +13.9% | +2.6% |
| 6M | +10.7% | -21.3% | +32.0% | +9.7% |
| YTD | +17.8% | -15.9% | +33.7% | +17.2% |
| 1Y | +27.6% | -15.7% | +43.3% | +27.0% |
| 3Y | +73.3% | -43.4% | +116.7% | +70.0% |
| 5Y | +54.3% | -87.8% | +142.1% | +31.3% |
| All | +147.0% | -87.2% | +234.2% | +131.3% |
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