+321.7%
VWO vs TDY
+1,794.5%
-1,472.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.1% |
| 7D | -1.8% | -1.1% | -0.7% | -1.2% |
| 30D | -0.1% | -12.0% | +11.9% | +6.2% |
| 3M | +2.2% | -3.2% | +5.4% | +3.6% |
| 6M | +8.8% | -7.9% | +16.6% | +12.6% |
| YTD | +12.4% | +18.2% | -5.8% | +2.5% |
| 1Y | +15.6% | +6.7% | +8.9% | +10.4% |
| 3Y | +62.5% | +47.5% | +15.0% | +29.2% |
| 5Y | +34.3% | +39.5% | -5.2% | +6.8% |
| 10Y | +114.8% | +477.2% | -362.4% | -28.5% |
| All | +321.7% | +1,794.5% | -1,472.9% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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