-25.1%
TGT vs VWO
+34.0%
-59.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | -5.2% | -1.8% | -3.5% | -4.2% |
| 30D | +1.2% | -0.1% | +1.3% | +1.2% |
| 3M | +18.4% | +2.2% | +16.1% | +16.3% |
| 6M | +33.4% | +8.8% | +24.7% | +25.4% |
| YTD | +63.8% | +12.4% | +51.4% | +50.0% |
| 1Y | +77.2% | +15.6% | +61.6% | +59.0% |
| 3Y | +41.8% | +62.5% | -20.7% | -1.5% |
| All | -25.1% | +34.0% | -59.1% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling