-2.7%
TLTW vs VT
+81.3%
-84.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.7% |
| 7D | +0.6% | -4.2% | +4.8% | +1.4% |
| 30D | +6.3% | -5.8% | +12.1% | +7.4% |
| 3M | -0.4% | -5.2% | +4.9% | +0.5% |
| 6M | -1.6% | +0.1% | -1.7% | -1.7% |
| YTD | -0.7% | +8.2% | -8.9% | -2.1% |
| 1Y | -1.2% | +10.1% | -11.3% | -2.9% |
| 3Y | +13.1% | +69.7% | -56.6% | +1.4% |
| All | -2.7% | +81.3% | -84.0% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling