+207.2%
TW vs VT
+152.2%
+55.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.3% | +0.4% | -2.8% | -2.6% |
| 30D | +3.9% | +1.0% | +3.0% | +3.2% |
| 3M | +5.7% | +2.4% | +3.3% | +3.5% |
| 6M | -14.5% | +12.0% | -26.5% | -21.8% |
| YTD | -0.9% | +15.3% | -16.2% | -11.3% |
| 1Y | -13.5% | +22.6% | -36.1% | -26.1% |
| 3Y | +25.0% | +74.7% | -49.7% | -18.6% |
| 5Y | +22.7% | +66.1% | -43.5% | -17.6% |
| All | +207.2% | +152.2% | +55.0% | +50.5% |
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