+327.8%
VWO vs TPR
+538.0%
-210.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.8% |
| 7D | +0.9% | -3.4% | +4.3% | +2.0% |
| 30D | +1.3% | -27.3% | +28.6% | +10.9% |
| 3M | +5.1% | -16.2% | +21.3% | +9.8% |
| 6M | +12.5% | -17.9% | +30.4% | +17.7% |
| YTD | +14.0% | -7.1% | +21.1% | +14.2% |
| 1Y | +19.7% | +13.6% | +6.1% | +11.7% |
| 3Y | +66.8% | +293.7% | -227.0% | -0.8% |
| 5Y | +36.2% | +239.1% | -202.9% | -19.2% |
| 10Y | +111.0% | +311.2% | -200.2% | -3.1% |
| All | +327.8% | +538.0% | -210.1% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling