-56.1%
TWI vs VT
+221.8%
-277.8%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.5% |
| 7D | +3.4% | +2.4% | +1.1% | -0.1% |
| 30D | -24.0% | -1.5% | -22.5% | -22.4% |
| 3M | -24.9% | -4.1% | -20.8% | -20.0% |
| 6M | -32.6% | +0.6% | -33.2% | -33.0% |
| YTD | -34.9% | +11.0% | -45.9% | -43.6% |
| 1Y | -34.4% | +13.3% | -47.7% | -44.8% |
| 3Y | -59.7% | +73.4% | -133.1% | -80.9% |
| 5Y | -37.8% | +57.4% | -95.2% | -65.3% |
| All | -56.1% | +221.8% | -277.8% | -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 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