+269.5%
TW vs VT
+137.2%
+132.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +4.2% | -2.3% | +6.6% | +5.7% |
| 30D | +18.9% | -5.0% | +23.9% | +22.6% |
| 3M | +23.8% | -4.9% | +28.7% | +27.4% |
| 6M | +17.0% | -1.5% | +18.6% | +16.9% |
| YTD | +19.2% | +8.5% | +10.7% | +10.6% |
| 1Y | +20.1% | +11.4% | +8.7% | +9.3% |
| 3Y | +40.5% | +70.1% | -29.6% | -7.5% |
| 5Y | +38.0% | +53.7% | -15.7% | -2.7% |
| All | +269.5% | +137.2% | +132.3% | +87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling