+117.0%
TT vs VWO
+64.3%
+52.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -6.7% | +0.9% | -7.6% | -7.3% |
| 3M | -5.4% | +4.3% | -9.7% | -8.1% |
| 6M | +4.4% | +10.5% | -6.2% | -2.6% |
| YTD | +14.9% | +13.4% | +1.6% | +5.6% |
| 1Y | +9.3% | +18.6% | -9.3% | -2.7% |
| All | +117.0% | +64.3% | +52.8% | +49.5% |
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