+2,315.7%
TT vs VWO
+328.1%
+1,987.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | 0.0% | +1.1% | -1.1% | -0.8% |
| 30D | -7.2% | +2.4% | -9.5% | -8.8% |
| 3M | -3.0% | +2.0% | -5.0% | -4.4% |
| 6M | +1.4% | +10.7% | -9.3% | -5.9% |
| YTD | +15.9% | +14.4% | +1.5% | +4.9% |
| 1Y | +9.4% | +22.7% | -13.3% | -6.1% |
| 3Y | +124.4% | +64.2% | +60.2% | +54.0% |
| 5Y | +138.0% | +35.8% | +102.2% | +85.8% |
| 10Y | +886.4% | +114.7% | +771.7% | +429.7% |
| All | +2,315.7% | +328.1% | +1,987.6% | +670.7% |
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