+55.7%
VWO vs TPR
+404.6%
-348.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | +4.0% | -1.1% | +5.2% | +4.2% |
| 30D | -5.4% | +15.1% | -20.5% | -7.5% |
| 3M | -6.4% | -13.4% | +7.0% | -4.7% |
| 6M | -4.7% | +1.4% | -6.0% | -5.7% |
| YTD | +5.3% | +4.8% | +0.5% | +3.4% |
| 1Y | +4.3% | +29.2% | -24.9% | -1.0% |
| All | +55.7% | +404.6% | -348.9% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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