-95.6%
TWM vs VT
+224.5%
-320.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.5% |
| 7D | -0.1% | +0.4% | -0.5% | +1.0% |
| 30D | +3.1% | +1.0% | +2.1% | +5.7% |
| 3M | -2.7% | +2.4% | -5.1% | +4.5% |
| 6M | -22.9% | +12.0% | -34.9% | +5.1% |
| YTD | -31.8% | +15.3% | -47.1% | +0.6% |
| 1Y | -37.8% | +22.6% | -60.3% | +8.1% |
| 3Y | -63.4% | +74.7% | -138.0% | +75.8% |
| 5Y | -61.6% | +66.1% | -127.7% | +115.8% |
| All | -95.6% | +224.5% | -320.0% | +104.3% |
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