+917.7%
TT vs VWO
+117.1%
+800.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | -1.2% | -1.8% | +0.6% | 0.0% |
| 30D | -7.3% | -0.1% | -7.2% | -7.3% |
| 3M | -3.6% | +2.2% | -5.8% | -5.1% |
| 6M | +2.8% | +8.8% | -5.9% | -2.9% |
| YTD | +14.5% | +12.4% | +2.1% | +5.7% |
| 1Y | +7.4% | +15.6% | -8.2% | -2.8% |
| 3Y | +116.2% | +62.5% | +53.7% | +53.6% |
| 5Y | +147.4% | +34.3% | +113.1% | +98.3% |
| All | +917.7% | +117.1% | +800.6% | +492.4% |
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