+255.7%
VWO vs TMF
-68.9%
+324.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.8% |
| 7D | +1.1% | -1.4% | +2.5% | +0.9% |
| 30D | +2.4% | -2.8% | +5.2% | +2.1% |
| 3M | +2.0% | -10.9% | +12.9% | +0.7% |
| 6M | +10.7% | -21.3% | +32.0% | +7.6% |
| YTD | +14.4% | -15.9% | +30.3% | +12.2% |
| 1Y | +22.7% | -15.7% | +38.4% | +20.6% |
| 3Y | +64.2% | -43.4% | +107.6% | +56.1% |
| 5Y | +35.8% | -87.8% | +123.5% | +3.8% |
| 10Y | +114.7% | -86.7% | +201.4% | +79.6% |
| All | +255.7% | -68.9% | +324.6% | +345.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling