+327.8%
VWO vs TXT
+130.6%
+197.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +1.3% | -11.1% | +12.3% | +5.5% |
| 3M | +5.1% | -13.0% | +18.1% | +10.0% |
| 6M | +12.5% | -16.2% | +28.7% | +19.1% |
| YTD | +14.0% | -8.7% | +22.7% | +16.6% |
| 1Y | +19.7% | -3.8% | +23.5% | +19.8% |
| 3Y | +66.8% | +5.5% | +61.3% | +58.2% |
| 5Y | +36.2% | +12.3% | +23.9% | +23.5% |
| 10Y | +111.0% | +97.4% | +13.6% | +40.5% |
| All | +327.8% | +130.6% | +197.2% | +155.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling