-99.8%
TWM vs VT
+356.1%
-455.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.4% |
| 7D | +0.3% | -1.6% | +1.9% | -3.0% |
| 30D | +1.4% | -2.5% | +3.9% | -3.5% |
| 3M | +12.8% | -1.3% | +14.1% | +10.7% |
| 6M | -0.3% | +3.1% | -3.4% | +9.4% |
| YTD | -23.5% | +10.9% | -34.4% | +1.1% |
| 1Y | -24.6% | +12.1% | -36.6% | +3.0% |
| 3Y | -65.5% | +73.9% | -139.4% | +42.8% |
| 5Y | -51.5% | +58.0% | -109.4% | +114.6% |
| 10Y | -95.7% | +225.5% | -321.1% | +48.4% |
| All | -99.8% | +356.1% | -455.9% | -57.4% |
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