+96.3%
VWO vs TRGP
+2,246.2%
-2,150.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -1.7% | -0.6% | -1.2% | -1.6% |
| 30D | -0.3% | +10.0% | -10.3% | -2.1% |
| 3M | +4.0% | +7.6% | -3.6% | +2.3% |
| 6M | +8.1% | +26.8% | -18.7% | +3.1% |
| YTD | +11.6% | +60.6% | -48.9% | +1.9% |
| 1Y | +16.2% | +82.5% | -66.2% | +3.4% |
| 3Y | +63.3% | +265.0% | -201.8% | +26.4% |
| 5Y | +33.4% | +645.9% | -612.5% | -10.3% |
| 10Y | +113.3% | +850.6% | -737.3% | +19.6% |
| All | +96.3% | +2,246.2% | -2,150.0% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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