+269.0%
TW vs VT
+136.6%
+132.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +3.0% |
| 7D | +7.3% | -4.2% | +11.5% | +10.1% |
| 30D | +18.6% | -5.8% | +24.4% | +23.0% |
| 3M | +24.8% | -5.2% | +30.1% | +28.8% |
| 6M | +16.1% | +0.1% | +15.9% | +14.5% |
| YTD | +19.1% | +8.2% | +10.8% | +10.7% |
| 1Y | +22.8% | +10.1% | +12.7% | +12.6% |
| 3Y | +40.4% | +69.7% | -29.3% | -7.5% |
| 5Y | +37.9% | +53.4% | -15.5% | -2.6% |
| All | +269.0% | +136.6% | +132.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling