+160.2%
VXUS vs TMF
-50.7%
+211.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.8% | +1.2% | -3.0% | -1.6% |
| 30D | -4.6% | +19.7% | -24.3% | -2.8% |
| 3M | -6.1% | -2.1% | -4.0% | -6.2% |
| 6M | -4.9% | -13.4% | +8.6% | -6.2% |
| YTD | +8.1% | -16.7% | +24.8% | +6.2% |
| 1Y | +12.1% | -23.3% | +35.4% | +9.3% |
| 3Y | +63.9% | -24.8% | +88.7% | +62.1% |
| 5Y | +43.1% | -88.0% | +131.2% | +9.8% |
| 10Y | +139.2% | -84.7% | +223.9% | +108.1% |
| All | +160.2% | -50.7% | +211.0% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling