+187.5%
TFC vs VWO
+326.6%
-139.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | +2.2% | +0.9% | +1.3% | +1.6% |
| 30D | -2.5% | +1.3% | -3.7% | -3.4% |
| 3M | +4.5% | +5.1% | -0.5% | +0.3% |
| 6M | +11.0% | +12.5% | -1.6% | +0.9% |
| YTD | +5.9% | +14.0% | -8.1% | -4.8% |
| 1Y | +14.6% | +19.7% | -5.2% | -0.8% |
| 3Y | +96.7% | +66.8% | +29.9% | +33.3% |
| 5Y | +15.6% | +36.2% | -20.6% | -9.3% |
| 10Y | +98.6% | +111.0% | -12.4% | +14.0% |
| All | +187.5% | +326.6% | -139.1% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling