+47.2%
VXUS vs TXG
-63.1%
+110.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | -0.5% | -8.1% | +7.6% | +0.3% |
| 30D | -1.2% | -17.5% | +16.3% | +0.5% |
| 3M | -3.8% | +6.1% | -9.9% | -5.6% |
| 6M | -1.7% | +202.7% | -204.3% | -15.4% |
| YTD | +11.4% | +280.4% | -269.0% | -7.5% |
| 1Y | +13.3% | +274.0% | -260.7% | -6.0% |
| 3Y | +70.0% | +74.9% | -4.9% | +47.5% |
| All | +47.2% | -63.1% | +110.4% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling