-100.0%
TWG vs VT
+52.9%
-152.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -7.1% |
| 7D | -6.4% | +2.9% | -9.3% | -7.6% |
| 30D | -70.9% | -2.5% | -68.4% | -70.4% |
| 3M | -98.1% | -3.3% | -94.8% | -98.1% |
| 6M | -99.2% | +1.5% | -100.8% | -99.2% |
| YTD | -99.2% | +11.4% | -110.6% | -99.3% |
| 1Y | -99.6% | +11.9% | -111.5% | -99.6% |
| All | -100.0% | +52.9% | -152.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling