+54.3%
VXUS vs TNA
-22.1%
+76.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.4% | 0.0% |
| 7D | +0.3% | -3.6% | +3.9% | +1.0% |
| 30D | +0.7% | -10.1% | +10.7% | +2.6% |
| 3M | +4.8% | +2.7% | +2.1% | +4.0% |
| 6M | +11.3% | +38.4% | -27.1% | +4.1% |
| YTD | +16.5% | +45.4% | -28.9% | +7.5% |
| 1Y | +24.3% | +55.9% | -31.7% | +12.4% |
| 3Y | +74.5% | +109.8% | -35.3% | +38.5% |
| 5Y | +54.3% | -22.5% | +76.8% | +34.8% |
| All | +54.3% | -22.1% | +76.5% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 5y: compounded portfolio wealth divided by compounded TNA 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…
5y analysis · Full analysis span regression · 6 months rolling