+419.8%
TXN vs VWO
+117.1%
+302.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.2% |
| 7D | +4.0% | -1.8% | +5.7% | +5.8% |
| 30D | -2.9% | -0.1% | -2.8% | -2.7% |
| 3M | -9.1% | +2.2% | -11.3% | -10.4% |
| 6M | +36.6% | +8.8% | +27.9% | +27.1% |
| YTD | +57.5% | +12.4% | +45.1% | +41.9% |
| 1Y | +49.5% | +15.6% | +33.9% | +31.1% |
| 3Y | +76.5% | +62.5% | +14.0% | +12.2% |
| 5Y | +62.4% | +34.3% | +28.1% | +22.5% |
| All | +419.8% | +117.1% | +302.7% | +170.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling