-54.5%
TWI vs VT
+217.6%
-272.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.5% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | -26.2% | -3.1% | -23.1% | -22.8% |
| 3M | -27.5% | -3.5% | -24.0% | -23.6% |
| 6M | -35.1% | +0.5% | -35.5% | -35.3% |
| YTD | -34.5% | +10.8% | -45.3% | -43.0% |
| 1Y | -35.2% | +11.9% | -47.1% | -44.5% |
| 3Y | -59.1% | +73.0% | -132.0% | -80.5% |
| 5Y | -36.7% | +58.6% | -95.4% | -65.0% |
| 10Y | -54.5% | +219.2% | -273.7% | -89.2% |
| All | -54.5% | +217.6% | -272.2% | -89.2% |
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