+121.3%
TWIN vs VT
+222.7%
-101.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.8% |
| 7D | +8.0% | -0.1% | +8.1% | +8.1% |
| 30D | +4.3% | -0.7% | +4.9% | +5.0% |
| 3M | +22.6% | +4.0% | +18.6% | +17.0% |
| 6M | +49.1% | +12.3% | +36.8% | +29.5% |
| YTD | +48.9% | +14.0% | +34.8% | +27.3% |
| 1Y | +83.5% | +20.3% | +63.2% | +46.9% |
| 3Y | +78.2% | +75.4% | +2.8% | -8.1% |
| 5Y | +125.8% | +66.0% | +59.8% | +23.4% |
| 10Y | +121.3% | +228.2% | -106.9% | -44.1% |
| All | +121.3% | +222.7% | -101.4% | -44.1% |
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