-99.9%
TWAV vs VOO
+72.6%
-172.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.1% |
| 7D | -5.4% | +2.6% | -8.0% | -10.2% |
| 30D | -15.2% | -2.0% | -13.2% | -11.7% |
| 3M | -7.5% | -2.8% | -4.8% | -1.4% |
| 6M | -12.8% | +2.2% | -14.9% | -15.9% |
| YTD | -32.0% | +11.5% | -43.6% | -43.4% |
| 1Y | -37.9% | +13.5% | -51.4% | -50.0% |
| 3Y | -80.8% | +78.1% | -158.9% | -93.3% |
| All | -99.9% | +72.6% | -172.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling