+142.3%
VXUS vs TT
+782.6%
-640.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.8% | +1.1% |
| 7D | +0.8% | +1.7% | -1.0% | +0.1% |
| 30D | -1.9% | -11.8% | +9.9% | +2.5% |
| 3M | -4.4% | -12.6% | +8.2% | +0.1% |
| 6M | -2.0% | -9.4% | +7.4% | +0.9% |
| YTD | +11.1% | +8.8% | +2.3% | +6.6% |
| 1Y | +15.1% | -2.5% | +17.6% | +14.8% |
| 3Y | +70.4% | +95.7% | -25.2% | +26.9% |
| 5Y | +47.2% | +135.7% | -88.6% | -1.0% |
| 10Y | +142.3% | +750.6% | -608.3% | -2.4% |
| All | +142.3% | +782.6% | -640.3% | -2.4% |
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