+93.7%
TFC vs VWO
+61.8%
+31.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.3% |
| 7D | -2.5% | -1.7% | -0.8% | -1.5% |
| 30D | -2.8% | -0.3% | -2.5% | -2.7% |
| 3M | +2.1% | +4.0% | -1.8% | -1.0% |
| 6M | +10.1% | +8.1% | +2.0% | +3.3% |
| YTD | +5.4% | +11.6% | -6.2% | -3.7% |
| 1Y | +16.3% | +16.2% | +0.1% | +2.7% |
| All | +93.7% | +61.8% | +31.9% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling