+59.6%
TDW vs VT
+20.4%
+39.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | -7.5% | -0.1% | -7.4% | -7.5% |
| 30D | +3.8% | -0.7% | +4.5% | +4.2% |
| 3M | +27.2% | +4.0% | +23.2% | +24.5% |
| 6M | +14.9% | +12.3% | +2.6% | +8.0% |
| YTD | +84.3% | +14.0% | +70.2% | +68.9% |
| 1Y | +59.6% | +20.3% | +39.3% | +48.6% |
| All | +59.6% | +20.4% | +39.1% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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