+40.5%
TW vs VT
+74.1%
-33.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.3% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +15.5% | -2.6% | +18.1% | +16.2% |
| 3M | +25.1% | -3.2% | +28.4% | +26.1% |
| 6M | +18.2% | +0.9% | +17.2% | +17.2% |
| YTD | +19.7% | +11.3% | +8.4% | +12.9% |
| 1Y | +18.1% | +14.0% | +4.1% | +9.9% |
| 3Y | +40.5% | +75.8% | -35.3% | +10.8% |
| All | +40.5% | +74.1% | -33.6% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling