+23.1%
TWFG vs VT
+38.7%
-15.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -5.6% | -0.1% | -5.5% | -5.6% |
| 30D | +9.4% | -3.1% | +12.5% | +10.3% |
| 3M | -2.0% | -3.5% | +1.5% | -1.2% |
| 6M | +41.7% | +0.5% | +41.2% | +40.6% |
| YTD | -5.8% | +10.8% | -16.6% | -11.7% |
| 1Y | +7.6% | +11.9% | -4.3% | +0.3% |
| All | +23.1% | +38.7% | -15.6% | -2.1% |
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