+63.5%
VWO vs TLN
+571.8%
-508.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.2% |
| 7D | -1.7% | +2.0% | -3.7% | -2.0% |
| 30D | -0.3% | -12.9% | +12.6% | +1.2% |
| 3M | +4.0% | -7.4% | +11.4% | +4.6% |
| 6M | +8.1% | -6.0% | +14.2% | +8.3% |
| YTD | +11.6% | -16.9% | +28.5% | +12.8% |
| 1Y | +16.2% | -22.6% | +38.9% | +18.0% |
| 3Y | +63.3% | +469.0% | -405.8% | +29.3% |
| All | +63.5% | +571.8% | -508.2% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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