+146.2%
VXUS vs TPR
+364.3%
-218.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | -1.1% | +15.1% | -16.2% | -4.2% |
| 3M | -5.6% | +3.5% | -9.1% | -6.7% |
| 6M | -2.3% | +0.4% | -2.7% | -3.4% |
| YTD | +10.4% | +4.6% | +5.7% | +7.6% |
| 1Y | +13.1% | +33.1% | -20.1% | +4.6% |
| 3Y | +68.0% | +396.0% | -328.0% | +12.6% |
| 5Y | +45.8% | +230.3% | -184.5% | +3.8% |
| All | +146.2% | +364.3% | -218.1% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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