-14.5%
TWI vs VT
+222.7%
-237.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.4% |
| 7D | +0.1% | -0.1% | +0.3% | +0.4% |
| 30D | +7.6% | -0.7% | +8.3% | +8.7% |
| 3M | +2.1% | +4.0% | -1.9% | -3.6% |
| 6M | -9.7% | +12.3% | -22.0% | -23.4% |
| YTD | -2.7% | +14.0% | -16.7% | -18.9% |
| 1Y | -8.7% | +20.3% | -29.0% | -29.6% |
| 3Y | -32.9% | +75.4% | -108.4% | -68.8% |
| 5Y | +4.0% | +66.0% | -62.0% | -45.9% |
| 10Y | -14.5% | +228.2% | -242.7% | -79.8% |
| All | -14.5% | +222.7% | -237.1% | -79.8% |
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