+160.2%
VXUS vs TPR
+275.3%
-115.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | -1.8% | +14.2% | -16.0% | -4.8% |
| 30D | -4.6% | +17.1% | -21.7% | -8.1% |
| 3M | -6.1% | -17.7% | +11.6% | -2.7% |
| 6M | -4.9% | -10.2% | +5.3% | -3.8% |
| YTD | +8.1% | +4.9% | +3.1% | +5.1% |
| 1Y | +12.1% | +36.1% | -24.0% | +2.4% |
| 3Y | +63.9% | +416.5% | -352.6% | +5.4% |
| 5Y | +43.1% | +254.8% | -211.7% | -2.4% |
| 10Y | +139.2% | +391.7% | -252.5% | +31.8% |
| All | +160.2% | +275.3% | -115.0% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling