+150.1%
VXUS vs TSN
-9.4%
+159.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.6% |
| 7D | +0.3% | -7.3% | +7.6% | +1.7% |
| 30D | +0.7% | -8.6% | +9.3% | +2.4% |
| 3M | +4.8% | -7.5% | +12.3% | +6.1% |
| 6M | +11.3% | -14.1% | +25.5% | +14.1% |
| YTD | +16.5% | -9.4% | +25.9% | +18.0% |
| 1Y | +24.3% | -4.1% | +28.4% | +24.0% |
| 3Y | +74.5% | +10.3% | +64.2% | +66.9% |
| 5Y | +54.3% | -19.7% | +74.1% | +57.0% |
| 10Y | +150.1% | -7.0% | +157.1% | +135.2% |
| All | +150.1% | -9.4% | +159.5% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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