+95.6%
TFC vs VWO
+117.1%
-21.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.4% |
| 7D | -2.4% | -1.8% | -0.6% | -1.0% |
| 30D | -3.4% | -0.1% | -3.3% | -3.4% |
| 3M | +0.4% | +2.2% | -1.8% | -2.0% |
| 6M | +12.7% | +8.8% | +3.9% | +3.8% |
| YTD | +5.6% | +12.4% | -6.8% | -5.7% |
| 1Y | +16.0% | +15.6% | +0.4% | +0.9% |
| 3Y | +94.0% | +62.5% | +31.5% | +24.2% |
| 5Y | +16.2% | +34.3% | -18.1% | -12.4% |
| All | +95.6% | +117.1% | -21.5% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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