+40.9%
TTWO vs VWO
+34.0%
+6.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | +0.4% | -1.8% | +2.1% | +1.4% |
| 30D | -11.3% | -0.1% | -11.2% | -11.3% |
| 3M | +1.6% | +2.2% | -0.6% | +0.1% |
| 6M | +2.1% | +8.8% | -6.7% | -3.7% |
| YTD | -15.8% | +12.4% | -28.2% | -22.2% |
| 1Y | -12.6% | +15.6% | -28.2% | -20.7% |
| 3Y | +48.2% | +62.5% | -14.3% | +6.6% |
| All | +40.9% | +34.0% | +6.9% | +11.2% |
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