+148.3%
TT vs VWO
+34.2%
+114.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.2% |
| 3M | -5.4% | +4.3% | -9.7% | -8.0% |
| 6M | +4.4% | +10.5% | -6.2% | -2.3% |
| YTD | +14.9% | +13.4% | +1.6% | +5.8% |
| 1Y | +9.3% | +18.6% | -9.3% | -2.4% |
| 3Y | +121.7% | +65.8% | +55.9% | +57.6% |
| All | +148.3% | +34.2% | +114.1% | +88.3% |
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