+104.7%
VXUS vs TXG
+27.0%
+77.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.6% |
| 7D | -1.4% | +9.5% | -10.9% | -2.5% |
| 30D | -0.5% | +18.8% | -19.2% | -2.6% |
| 3M | +2.6% | +136.1% | -133.5% | -7.9% |
| 6M | +10.9% | +235.2% | -224.4% | -5.0% |
| YTD | +16.1% | +320.5% | -304.4% | -3.5% |
| 1Y | +22.3% | +425.2% | -402.9% | -2.0% |
| 3Y | +72.0% | +42.9% | +29.1% | +54.2% |
| 5Y | +54.1% | -62.8% | +117.0% | +51.8% |
| All | +104.7% | +27.0% | +77.6% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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