+280.8%
TW vs VT
+143.5%
+137.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | +3.2% | +2.9% | +0.3% | +1.3% |
| 30D | +19.7% | -2.5% | +22.2% | +21.4% |
| 3M | +26.8% | -3.3% | +30.2% | +29.2% |
| 6M | +20.9% | +1.5% | +19.3% | +18.3% |
| YTD | +22.9% | +11.4% | +11.5% | +12.1% |
| 1Y | +20.4% | +11.9% | +8.4% | +9.3% |
| 3Y | +42.9% | +73.9% | -31.0% | -7.3% |
| 5Y | +40.2% | +57.9% | -17.7% | -2.8% |
| All | +280.8% | +143.5% | +137.3% | +90.3% |
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