+398.4%
TSM vs VWO
+61.8%
+336.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | +0.7% |
| 7D | +2.6% | -1.7% | +4.4% | +5.4% |
| 30D | +1.4% | -0.3% | +1.7% | +2.0% |
| 3M | +5.0% | +4.0% | +1.0% | 0.0% |
| 6M | +24.0% | +8.1% | +15.8% | +12.2% |
| YTD | +41.6% | +11.6% | +29.9% | +22.8% |
| 1Y | +66.2% | +16.2% | +49.9% | +36.9% |
| All | +398.4% | +61.8% | +336.7% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling