+697.1%
TWST vs VT
+161.5%
+535.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -1.7% |
| 7D | -7.6% | +2.4% | -10.0% | -11.6% |
| 30D | -24.7% | -1.5% | -23.2% | -20.7% |
| 3M | -10.9% | -4.1% | -6.8% | -0.9% |
| 6M | +105.2% | +0.6% | +104.6% | +110.8% |
| YTD | +251.8% | +11.0% | +240.8% | +201.9% |
| 1Y | +273.2% | +13.3% | +259.9% | +208.4% |
| 3Y | +546.6% | +73.4% | +473.2% | +158.7% |
| 5Y | -4.2% | +57.4% | -61.6% | -49.5% |
| All | +697.1% | +161.5% | +535.7% | +92.4% |
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 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