-64.3%
TWM vs VT
+69.4%
-133.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.1% | +13.3% | -0.8% |
| 7D | +9.1% | -4.2% | +13.3% | -0.9% |
| 30D | +7.3% | -5.8% | +13.1% | -6.3% |
| 3M | +22.5% | -5.2% | +27.7% | +8.9% |
| 6M | +8.1% | +0.1% | +8.0% | +12.6% |
| YTD | -19.0% | +8.2% | -27.3% | +6.1% |
| 1Y | -20.5% | +10.1% | -30.6% | +10.1% |
| All | -64.3% | +69.4% | -133.7% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling