+183.8%
VXUS vs TXT
+200.3%
-16.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.0% | -4.8% | +5.8% | +2.7% |
| 30D | +2.2% | -10.6% | +12.8% | +6.1% |
| 3M | +3.0% | -13.2% | +16.1% | +7.6% |
| 6M | +10.7% | -20.3% | +31.0% | +18.9% |
| YTD | +17.8% | -9.3% | +27.1% | +20.8% |
| 1Y | +27.6% | -2.7% | +30.3% | +27.4% |
| 3Y | +73.3% | +1.4% | +71.9% | +67.5% |
| 5Y | +54.3% | +9.6% | +44.8% | +42.6% |
| 10Y | +149.8% | +94.9% | +54.9% | +71.3% |
| All | +183.8% | +200.3% | -16.5% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling