+1,779.8%
TSM vs VWO
+117.1%
+1,662.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.4% |
| 7D | +1.0% | -1.8% | +2.8% | +3.2% |
| 30D | +1.0% | -0.1% | +1.1% | +1.2% |
| 3M | +2.9% | +2.2% | +0.7% | +1.2% |
| 6M | +22.8% | +8.8% | +14.1% | +13.2% |
| YTD | +43.3% | +12.4% | +30.9% | +27.8% |
| 1Y | +69.2% | +15.6% | +53.6% | +47.0% |
| 3Y | +404.5% | +62.5% | +342.0% | +206.3% |
| 5Y | +282.2% | +34.3% | +247.9% | +185.7% |
| All | +1,779.8% | +117.1% | +1,662.7% | +828.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling