+113.0%
VWO vs TMF
-86.4%
+199.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -1.8% | -5.1% | +3.3% | -1.9% |
| 30D | -0.1% | -4.6% | +4.5% | -0.2% |
| 3M | +2.2% | -16.6% | +18.8% | +1.6% |
| 6M | +8.8% | -19.9% | +28.6% | +7.9% |
| YTD | +12.4% | -20.2% | +32.5% | +11.5% |
| 1Y | +15.6% | -27.7% | +43.3% | +14.3% |
| 3Y | +62.5% | -43.9% | +106.4% | +59.7% |
| 5Y | +34.3% | -88.4% | +122.7% | +15.6% |
| All | +113.0% | -86.4% | +199.5% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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