+275.0%
TW vs VT
+142.2%
+132.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +3.1% | -0.1% | +3.3% | +3.1% |
| 30D | +16.7% | -3.1% | +19.8% | +18.8% |
| 3M | +25.2% | -3.5% | +28.7% | +27.6% |
| 6M | +19.5% | +0.5% | +19.0% | +17.8% |
| YTD | +21.0% | +10.8% | +10.2% | +10.8% |
| 1Y | +19.0% | +11.9% | +7.1% | +8.0% |
| 3Y | +40.7% | +73.0% | -32.3% | -8.4% |
| 5Y | +40.1% | +58.6% | -18.5% | -3.3% |
| All | +275.0% | +142.2% | +132.8% | +88.0% |
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