+271.0%
TW vs VT
+143.4%
+127.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -1.2% |
| 7D | +3.4% | +0.4% | +3.0% | +3.0% |
| 30D | +15.5% | -2.6% | +18.1% | +17.2% |
| 3M | +25.1% | -3.2% | +28.4% | +27.4% |
| 6M | +18.2% | +0.9% | +17.2% | +16.2% |
| YTD | +19.7% | +11.3% | +8.4% | +9.3% |
| 1Y | +18.1% | +14.0% | +4.1% | +5.9% |
| 3Y | +40.5% | +75.8% | -35.3% | -9.6% |
| 5Y | +37.1% | +57.8% | -20.7% | -5.0% |
| All | +271.0% | +143.4% | +127.6% | +85.4% |
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