-99.9%
TWAV vs VT
+57.5%
-157.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -4.5% |
| 7D | -10.4% | -0.1% | -10.3% | -10.6% |
| 30D | -18.4% | -3.1% | -15.3% | -12.9% |
| 3M | -11.8% | -3.5% | -8.3% | -4.2% |
| 6M | -35.8% | +0.5% | -36.3% | -36.5% |
| YTD | -33.7% | +10.8% | -44.5% | -45.2% |
| 1Y | -53.3% | +11.9% | -65.2% | -61.8% |
| 3Y | -81.2% | +73.0% | -154.2% | -93.5% |
| 5Y | -99.9% | +58.6% | -158.5% | -100.0% |
| All | -99.9% | +57.5% | -157.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling