-29.4%
TSCO vs VWO
+5.9%
-35.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +4.0% |
| 7D | +15.7% | -1.3% | +17.0% | +15.9% |
| 30D | +16.4% | -7.1% | +23.6% | +17.8% |
| 3M | +11.2% | -6.1% | +17.3% | +12.3% |
| 6M | +14.9% | -3.9% | +18.8% | +14.5% |
| YTD | -25.4% | +5.0% | -30.4% | -29.3% |
| 1Y | -29.4% | +6.0% | -35.4% | -32.7% |
| All | -29.4% | +5.9% | -35.3% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling