+132.3%
TT vs VWO
+25.3%
+107.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +4.0% | +2.0% | +2.1% | +2.6% |
| 30D | -11.3% | -4.3% | -7.0% | -8.5% |
| 3M | -12.3% | -6.4% | -5.9% | -8.1% |
| 6M | -10.8% | -5.6% | -5.2% | -7.1% |
| YTD | +8.2% | +5.2% | +3.0% | +4.8% |
| 1Y | +1.5% | +5.2% | -3.7% | -1.7% |
| 3Y | +91.5% | +55.5% | +36.0% | +40.9% |
| All | +132.3% | +25.3% | +107.0% | +89.8% |
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