+320.5%
TMUS vs VWO
+152.0%
+168.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.9% |
| 7D | +0.1% | +1.1% | -1.0% | -0.5% |
| 30D | +5.3% | +2.4% | +2.9% | +3.7% |
| 3M | +3.1% | +2.0% | +1.1% | +1.4% |
| 6M | -16.5% | +10.7% | -27.1% | -22.3% |
| YTD | -9.2% | +14.4% | -23.6% | -17.5% |
| 1Y | -26.5% | +22.7% | -49.2% | -36.2% |
| 3Y | +39.0% | +64.2% | -25.2% | -1.0% |
| 5Y | +40.4% | +35.8% | +4.6% | +10.6% |
| 10Y | +303.7% | +114.7% | +189.0% | +130.6% |
| All | +320.5% | +152.0% | +168.4% | +101.3% |
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