-100.0%
TWAV vs VT
+345.0%
-445.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.1% | -2.0% | -3.1% |
| 7D | -15.2% | -4.2% | -11.0% | -12.3% |
| 30D | -33.9% | -5.8% | -28.1% | -30.6% |
| 3M | -10.9% | -5.2% | -5.6% | -6.7% |
| 6M | -30.5% | +0.1% | -30.6% | -30.1% |
| YTD | -32.0% | +8.2% | -40.3% | -34.6% |
| 1Y | -54.9% | +10.1% | -65.1% | -57.0% |
| 3Y | -81.9% | +69.7% | -151.6% | -86.7% |
| 5Y | -99.9% | +53.4% | -153.3% | -99.9% |
| 10Y | -99.9% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +345.0% | -445.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling