+84.4%
TSM vs VWO
+23.1%
+61.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +1.5% |
| 7D | +2.7% | +1.1% | +1.7% | +0.8% |
| 30D | +3.6% | +2.4% | +1.2% | -0.6% |
| 3M | -3.4% | +2.0% | -5.4% | -5.8% |
| 6M | +20.6% | +10.7% | +9.9% | +3.1% |
| YTD | +41.9% | +14.4% | +27.4% | +13.2% |
| 1Y | +84.4% | +22.7% | +61.7% | +36.6% |
| All | +84.4% | +23.1% | +61.3% | +36.6% |
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