+147.0%
VXUS vs TT
+912.5%
-765.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +2.2% | -7.2% | +9.4% | +4.9% |
| 3M | +3.0% | -3.0% | +5.9% | +3.8% |
| 6M | +10.7% | +1.4% | +9.3% | +9.5% |
| YTD | +17.8% | +15.9% | +1.9% | +10.8% |
| 1Y | +27.6% | +9.4% | +18.2% | +22.2% |
| 3Y | +73.3% | +124.4% | -51.1% | +22.6% |
| 5Y | +54.3% | +138.0% | -83.7% | +4.1% |
| All | +147.0% | +912.5% | -765.6% | -4.7% |
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