It very easy to find data about the US trade deficit. For example, today a major headline on Google News blared "US trade deficit surges to record $763 billion." Most people find this to be a bad thing, which I suppose is why this data--historical and otherwise--are so easy to find.
It's much harder to find data on the US capital account, or the difference between foreign investment in the US and American investment abroad. The money being invested elsewhere is called an outflow and the money commoning in is called an inflow. Most economists realize a trade deficit is the mirror image of the capital account; the numbers are essentially the same, which might be why they are hard to find. If you don't agree, I found a nice pair of graphs.
This is a little rougher than I'd like but bare with me. First, note the second graph (found here) covers about twice as much time as the first one, so pay attention only to the 1990s. Second, ignore the grey bars. They are not important for our purposes. Third and most importantly, pay attention to the difference between the inflow and the outflow--remember that's the capital account.
This difference follows a pattern that mimics the trade deficit. In the 1990s, the trade deficit was small, as was the difference between the capital flows. In about 1997, the deficit took off just as inflow rapidly outpaced outflow. 2001 showed a little bump in the trade deficit when the inflow fell a little sharper than the outflow. Take a close look at the end of the second graph. The difference looks to be about $600 billion, matching the trade deficit in the same time period.
Trade is a cozy relationship. When a country does well, wages go up and it imports a lot, increasing the trade deficit. But wealthy country are also great places to invest and that money is sent back in another form: capital inflow. Some sectors are helped and others are hurt, but in the big picture a trade deficit isn't something to be feared.