+762.8%
TWST vs VT
+155.5%
+607.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.3% |
| 7D | -20.9% | -2.3% | -18.6% | -16.4% |
| 30D | -22.4% | -5.0% | -17.4% | -12.5% |
| 3M | +10.7% | -4.9% | +15.6% | +25.0% |
| 6M | +102.9% | -1.5% | +104.4% | +116.6% |
| YTD | +280.8% | +8.5% | +272.3% | +241.5% |
| 1Y | +294.4% | +11.4% | +283.0% | +237.3% |
| 3Y | +581.7% | +70.1% | +511.6% | +183.1% |
| 5Y | -11.1% | +53.7% | -64.8% | -51.0% |
| All | +762.8% | +155.5% | +607.3% | +117.6% |
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