+142.2%
VXUS vs TPR
+386.9%
-244.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | +0.5% | +12.1% | -11.6% | -2.0% |
| 30D | -2.5% | +16.7% | -19.2% | -5.8% |
| 3M | -4.6% | -17.4% | +12.8% | -1.5% |
| 6M | -2.6% | +2.3% | -4.9% | -4.1% |
| YTD | +10.4% | +7.1% | +3.2% | +7.1% |
| 1Y | +12.9% | +29.5% | -16.6% | +5.0% |
| 3Y | +68.4% | +415.0% | -346.7% | +12.0% |
| 5Y | +47.7% | +261.5% | -213.8% | +3.1% |
| 10Y | +142.2% | +383.3% | -241.1% | +42.7% |
| All | +142.2% | +386.9% | -244.7% | +42.7% |
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