+32.8%
TMUS vs VWO
+61.8%
-28.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | -5.8% | -1.7% | -4.1% | -5.8% |
| 30D | -0.2% | -0.3% | +0.1% | -0.2% |
| 3M | -4.0% | +4.0% | -7.9% | -3.9% |
| 6M | -18.1% | +8.1% | -26.2% | -18.1% |
| YTD | -11.3% | +11.6% | -23.0% | -11.7% |
| 1Y | -24.7% | +16.2% | -41.0% | -25.5% |
| All | +32.8% | +61.8% | -28.9% | +21.5% |
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