+77.3%
VWO vs TXG
+27.0%
+50.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.3% |
| 7D | -1.8% | +9.5% | -11.3% | -2.9% |
| 30D | -0.1% | +18.8% | -18.9% | -2.3% |
| 3M | +2.2% | +136.1% | -133.9% | -8.6% |
| 6M | +8.8% | +235.2% | -226.5% | -7.4% |
| YTD | +12.4% | +320.5% | -308.1% | -7.3% |
| 1Y | +15.6% | +425.2% | -409.6% | -8.2% |
| 3Y | +62.5% | +42.9% | +19.6% | +45.6% |
| 5Y | +34.3% | -62.8% | +97.1% | +34.6% |
| All | +77.3% | +27.0% | +50.3% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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