+41.9%
TMUS vs VWO
+35.7%
+6.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -5.3% | +0.2% | -5.5% | -5.3% |
| 30D | +0.1% | +0.9% | -0.8% | -0.1% |
| 3M | -0.6% | +4.3% | -4.9% | -1.4% |
| 6M | -17.5% | +10.5% | -28.1% | -19.4% |
| YTD | -11.3% | +13.4% | -24.6% | -13.9% |
| 1Y | -25.4% | +18.6% | -44.0% | -28.6% |
| 3Y | +35.5% | +65.8% | -30.3% | +14.9% |
| 5Y | +41.9% | +35.2% | +6.7% | +28.4% |
| All | +41.9% | +35.7% | +6.2% | +28.4% |
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