-99.9%
TWAV vs VT
+223.7%
-323.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -5.1% |
| 7D | 0.0% | +0.4% | -0.4% | -0.5% |
| 30D | -13.6% | -2.6% | -11.0% | -11.0% |
| 3M | -0.8% | -3.2% | +2.5% | +3.4% |
| 6M | -32.1% | +0.9% | -33.0% | -32.4% |
| YTD | -29.8% | +11.3% | -41.1% | -35.8% |
| 1Y | -50.6% | +14.0% | -64.6% | -55.6% |
| 3Y | -81.3% | +75.8% | -157.2% | -88.2% |
| 5Y | -99.9% | +57.8% | -157.7% | -99.9% |
| 10Y | -99.9% | +219.8% | -319.7% | -100.0% |
| All | -99.9% | +223.7% | -323.6% | -100.0% |
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