+61.5%
TWIN vs VT
+355.4%
-293.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -1.9% |
| 7D | -3.4% | -0.1% | -3.3% | -2.7% |
| 30D | -7.9% | -3.1% | -4.8% | -3.1% |
| 3M | +2.2% | -3.5% | +5.7% | +8.2% |
| 6M | +26.3% | +0.5% | +25.9% | +26.3% |
| YTD | +46.0% | +10.8% | +35.2% | +28.0% |
| 1Y | +48.2% | +11.9% | +36.3% | +28.2% |
| 3Y | +81.4% | +73.0% | +8.4% | -13.2% |
| 5Y | +95.1% | +58.6% | +36.5% | +1.2% |
| 10Y | +97.8% | +219.2% | -121.3% | -62.6% |
| All | +61.5% | +355.4% | -293.9% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling