+277.6%
TSM vs VWO
+32.1%
+245.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | +0.4% |
| 7D | +2.6% | -1.7% | +4.4% | +5.1% |
| 30D | +1.4% | -0.3% | +1.7% | +1.9% |
| 3M | +5.0% | +4.0% | +1.0% | +0.6% |
| 6M | +24.0% | +8.1% | +15.8% | +13.5% |
| YTD | +41.6% | +11.6% | +29.9% | +24.9% |
| 1Y | +66.2% | +16.2% | +49.9% | +40.0% |
| 3Y | +398.2% | +63.3% | +334.9% | +180.3% |
| 5Y | +277.6% | +33.4% | +244.3% | +160.3% |
| All | +277.6% | +32.1% | +245.5% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling