+10,792.5%
TSM vs VWO
+326.6%
+10,465.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | +6.0% | +0.9% | +5.1% | +5.2% |
| 30D | +4.5% | +1.3% | +3.3% | +3.5% |
| 3M | +3.1% | +5.1% | -2.0% | -0.4% |
| 6M | +30.2% | +12.5% | +17.7% | +19.6% |
| YTD | +45.2% | +14.0% | +31.2% | +32.4% |
| 1Y | +79.6% | +19.7% | +59.8% | +58.0% |
| 3Y | +411.0% | +66.8% | +344.2% | +249.7% |
| 5Y | +290.7% | +36.2% | +254.5% | +218.5% |
| 10Y | +1,753.6% | +111.0% | +1,642.6% | +1,008.9% |
| All | +10,792.5% | +326.6% | +10,465.8% | +3,439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling