+17.2%
TWFG vs VT
+39.0%
-21.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -8.3% | +2.4% | -10.6% | -8.8% |
| 30D | +7.0% | -1.5% | +8.5% | +7.4% |
| 3M | -4.2% | -4.1% | -0.1% | -3.2% |
| 6M | +36.5% | +0.6% | +35.9% | +35.4% |
| YTD | -10.4% | +11.0% | -21.4% | -16.0% |
| 1Y | -5.4% | +13.3% | -18.7% | -12.5% |
| All | +17.2% | +39.0% | -21.9% | -6.8% |
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