+46.5%
VWO vs TEM
+47.5%
-1.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -1.8% | -8.7% | +6.9% | -1.3% |
| 30D | -0.1% | +8.1% | -8.2% | -0.7% |
| 3M | +2.2% | +19.0% | -16.8% | +0.8% |
| 6M | +8.8% | +12.0% | -3.3% | +7.3% |
| YTD | +12.4% | -0.1% | +12.5% | +11.3% |
| 1Y | +15.6% | -33.5% | +49.1% | +16.3% |
| All | +46.5% | +47.5% | -1.0% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling