+160.2%
VXUS vs TT
+1,659.8%
-1,499.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.8% |
| 7D | -1.8% | -2.0% | +0.2% | -1.0% |
| 30D | -4.6% | -14.0% | +9.5% | +1.1% |
| 3M | -6.1% | -15.9% | +9.8% | +0.2% |
| 6M | -4.9% | -17.3% | +12.4% | +1.8% |
| YTD | +8.1% | +4.0% | +4.1% | +5.1% |
| 1Y | +12.1% | -7.1% | +19.2% | +13.9% |
| 3Y | +63.9% | +90.2% | -26.4% | +20.8% |
| 5Y | +43.1% | +131.1% | -88.0% | -5.4% |
| 10Y | +139.2% | +777.7% | -638.5% | -16.3% |
| All | +160.2% | +1,659.8% | -1,499.6% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling