+22.7%
VWO vs TXT
-1.0%
+23.7%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.1% | -4.8% | +5.9% | +2.0% |
| 30D | +2.4% | -10.6% | +13.0% | +4.6% |
| 3M | +2.0% | -13.2% | +15.2% | +4.6% |
| 6M | +10.7% | -20.3% | +31.0% | +14.4% |
| YTD | +14.4% | -9.3% | +23.7% | +16.2% |
| 1Y | +22.7% | -2.7% | +25.4% | +24.4% |
| All | +22.7% | -1.0% | +23.7% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling