+317.5%
TMUS vs VWO
+117.1%
+200.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.6% |
| 7D | +0.4% | -1.8% | +2.2% | +1.2% |
| 30D | +3.5% | -0.1% | +3.6% | +3.5% |
| 3M | -1.3% | +2.2% | -3.5% | -2.5% |
| 6M | -13.6% | +8.8% | -22.4% | -17.5% |
| YTD | -8.8% | +12.4% | -21.1% | -14.5% |
| 1Y | -22.9% | +15.6% | -38.5% | -28.9% |
| 3Y | +36.7% | +62.5% | -25.8% | +4.0% |
| 5Y | +46.6% | +34.3% | +12.3% | +23.1% |
| All | +317.5% | +117.1% | +200.4% | +164.1% |
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 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