-99.9%
TWAV vs VT
+221.8%
-321.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.5% |
| 7D | -5.4% | +2.4% | -7.7% | -7.8% |
| 30D | -15.2% | -1.5% | -13.7% | -13.7% |
| 3M | -7.5% | -4.1% | -3.4% | -2.6% |
| 6M | -12.8% | +0.6% | -13.3% | -12.7% |
| YTD | -32.0% | +11.0% | -43.1% | -37.6% |
| 1Y | -37.9% | +13.3% | -51.2% | -44.1% |
| 3Y | -80.8% | +73.4% | -154.2% | -87.7% |
| 5Y | -99.9% | +57.4% | -157.3% | -99.9% |
| All | -99.9% | +221.8% | -321.7% | -99.9% |
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