+142.2%
VXUS vs TT
+744.7%
-602.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +0.5% | +0.8% | -0.3% | +0.2% |
| 30D | -2.5% | -11.8% | +9.2% | +1.8% |
| 3M | -4.6% | -11.6% | +6.9% | -0.6% |
| 6M | -2.6% | -9.3% | +6.7% | +0.2% |
| YTD | +10.4% | +8.9% | +1.5% | +5.9% |
| 1Y | +12.9% | -2.2% | +15.1% | +12.5% |
| 3Y | +68.4% | +91.9% | -23.5% | +26.4% |
| 5Y | +47.7% | +136.0% | -88.3% | -0.8% |
| 10Y | +142.2% | +734.7% | -592.5% | -2.6% |
| All | +142.2% | +744.7% | -602.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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