-99.7%
TWG vs VT
+57.6%
-157.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -0.5% | +18.2% | +17.9% |
| 7D | +21.2% | +1.0% | +20.2% | +20.8% |
| 30D | -62.5% | -0.2% | -62.3% | -62.5% |
| 3M | -81.3% | +4.5% | -85.8% | -81.6% |
| 6M | -86.2% | +14.1% | -100.3% | -87.0% |
| YTD | -84.2% | +14.8% | -98.9% | -85.2% |
| 1Y | -89.5% | +21.2% | -110.7% | -90.6% |
| All | -99.7% | +57.6% | -157.2% | -99.4% |
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