+775.6%
TWST vs VT
+163.8%
+611.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.1% | -8.4% | -9.5% |
| 7D | -14.0% | -0.7% | -13.3% | -11.9% |
| 30D | -19.3% | -1.7% | -17.5% | -14.7% |
| 3M | -0.4% | -2.3% | +1.9% | +6.7% |
| 6M | +118.1% | +1.5% | +116.6% | +119.5% |
| YTD | +286.5% | +12.0% | +274.4% | +225.4% |
| 1Y | +291.4% | +12.9% | +278.5% | +226.1% |
| 3Y | +626.7% | +74.9% | +551.7% | +185.3% |
| 5Y | +5.4% | +59.9% | -54.5% | -46.0% |
| All | +775.6% | +163.8% | +611.8% | +107.3% |
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