+111.8%
VWO vs TMF
-82.1%
+193.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +2.0% | -9.3% | +11.2% | +1.6% |
| 30D | -4.3% | +1.9% | -6.2% | -4.2% |
| 3M | -6.4% | -11.2% | +4.8% | -6.7% |
| 6M | -5.6% | -17.7% | +12.1% | -6.3% |
| YTD | +5.2% | -24.5% | +29.7% | +4.2% |
| 1Y | +5.2% | -29.4% | +34.6% | +3.8% |
| 3Y | +55.5% | -33.4% | +88.9% | +54.5% |
| 5Y | +25.6% | -88.7% | +114.3% | +6.8% |
| All | +111.8% | -82.1% | +193.9% | +90.3% |
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