-89.5%
TWG vs VT
+21.4%
-110.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -0.5% | +18.2% | +17.4% |
| 7D | +21.2% | +1.0% | +20.2% | +21.9% |
| 30D | -62.5% | -0.2% | -62.3% | -62.5% |
| 3M | -81.3% | +4.5% | -85.8% | -80.7% |
| 6M | -86.2% | +14.1% | -100.3% | -84.8% |
| YTD | -84.2% | +14.8% | -98.9% | -82.4% |
| 1Y | -89.5% | +21.2% | -110.7% | -89.9% |
| All | -89.5% | +21.4% | -110.9% | -89.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling