+147.0%
VXUS vs TPR
+325.8%
-178.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | -2.3% | +3.3% | +1.5% |
| 30D | +2.2% | -23.0% | +25.2% | +7.5% |
| 3M | +3.0% | -12.5% | +15.4% | +5.2% |
| 6M | +10.7% | -21.4% | +32.1% | +15.3% |
| YTD | +17.8% | -3.5% | +21.4% | +17.2% |
| 1Y | +27.6% | +17.4% | +10.2% | +21.2% |
| 3Y | +73.3% | +291.3% | -217.9% | +22.4% |
| 5Y | +54.3% | +241.9% | -187.6% | +9.0% |
| All | +147.0% | +325.8% | -178.8% | +48.5% |
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