-99.9%
TWAV vs VT
+53.4%
-153.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.2% |
| 7D | -0.8% | -2.3% | +1.6% | +4.0% |
| 30D | -22.2% | -5.0% | -17.2% | -13.1% |
| 3M | -7.1% | -4.9% | -2.3% | +3.9% |
| 6M | -30.9% | -1.5% | -29.3% | -28.3% |
| YTD | -28.2% | +8.5% | -36.7% | -37.8% |
| 1Y | -49.4% | +11.4% | -60.8% | -58.2% |
| 3Y | -80.9% | +70.1% | -151.0% | -93.1% |
| All | -99.9% | +53.4% | -153.3% | -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