+2,235.2%
TMO vs VWO
+320.5%
+1,914.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | -0.6% | -1.8% | +1.1% | +0.3% |
| 30D | +1.1% | -0.1% | +1.2% | +1.2% |
| 3M | +28.3% | +2.2% | +26.1% | +26.4% |
| 6M | +23.3% | +8.8% | +14.5% | +17.2% |
| YTD | +5.5% | +12.4% | -6.9% | -1.6% |
| 1Y | +24.5% | +15.6% | +9.0% | +14.4% |
| 3Y | +19.6% | +62.5% | -43.0% | -8.8% |
| 5Y | +8.1% | +34.3% | -26.1% | -9.3% |
| 10Y | +336.7% | +114.8% | +221.9% | +181.5% |
| All | +2,235.2% | +320.5% | +1,914.7% | +906.1% |
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