+165.8%
VXUS vs TNA
+220.6%
-54.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +2.1% | +3.7% | -1.6% | +1.2% |
| 30D | -1.1% | +4.4% | -5.5% | -2.4% |
| 3M | -5.6% | -26.7% | +21.0% | +0.4% |
| 6M | -2.3% | -12.8% | +10.6% | -0.3% |
| YTD | +10.4% | +22.7% | -12.3% | +3.6% |
| 1Y | +13.1% | +35.7% | -22.6% | +3.4% |
| 3Y | +68.0% | +134.6% | -66.6% | +24.4% |
| 5Y | +45.8% | -46.0% | +91.8% | +36.7% |
| 10Y | +144.7% | +38.0% | +106.6% | +41.4% |
| All | +165.8% | +220.6% | -54.8% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling