-99.8%
TWM vs VT
+345.0%
-444.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.1% | +13.3% | +0.5% |
| 7D | +9.1% | -4.2% | +13.3% | +0.4% |
| 30D | +7.3% | -5.8% | +13.1% | -4.6% |
| 3M | +22.5% | -5.2% | +27.7% | +10.8% |
| 6M | +8.1% | +0.1% | +8.0% | +12.2% |
| YTD | -19.0% | +8.2% | -27.3% | +2.2% |
| 1Y | -20.5% | +10.1% | -30.6% | +5.2% |
| 3Y | -63.4% | +69.7% | -133.1% | +44.4% |
| 5Y | -47.3% | +53.4% | -100.6% | +120.4% |
| 10Y | -95.4% | +219.2% | -314.6% | +53.9% |
| All | -99.8% | +345.0% | -444.8% | -56.9% |
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