+146.4%
VXUS vs TXT
+98.4%
+48.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +1.0% | -11.1% | +12.1% | +4.8% |
| 3M | +5.7% | -13.0% | +18.6% | +10.1% |
| 6M | +13.6% | -16.2% | +29.8% | +19.6% |
| YTD | +17.4% | -8.7% | +26.1% | +19.9% |
| 1Y | +25.1% | -3.8% | +28.8% | +25.4% |
| 3Y | +75.8% | +5.5% | +70.3% | +68.1% |
| 5Y | +55.4% | +12.3% | +43.1% | +43.1% |
| 10Y | +146.4% | +97.4% | +49.0% | +79.6% |
| All | +146.4% | +98.4% | +48.0% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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