+2,154.4%
TT vs VWO
+293.6%
+1,860.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.3% |
| 3M | -12.3% | -6.4% | -5.9% | -7.8% |
| 6M | -10.8% | -5.6% | -5.2% | -6.8% |
| YTD | +8.2% | +5.2% | +3.0% | +4.3% |
| 1Y | +1.5% | +5.2% | -3.7% | -2.1% |
| 3Y | +91.5% | +55.5% | +36.0% | +36.8% |
| 5Y | +130.2% | +25.6% | +104.6% | +91.1% |
| 10Y | +727.9% | +110.8% | +617.1% | +352.0% |
| All | +2,154.4% | +293.6% | +1,860.8% | +666.1% |
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