+843.8%
TWST vs VT
+160.9%
+682.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.4% |
| 7D | -5.8% | -0.1% | -5.7% | -4.4% |
| 30D | -17.3% | -3.1% | -14.2% | -10.1% |
| 3M | +5.8% | -3.5% | +9.3% | +16.4% |
| 6M | +132.4% | +0.5% | +132.0% | +139.4% |
| YTD | +316.6% | +10.8% | +305.8% | +259.6% |
| 1Y | +326.8% | +11.9% | +314.9% | +262.6% |
| 3Y | +683.2% | +73.0% | +610.3% | +215.3% |
| 5Y | +11.2% | +58.6% | -47.4% | -41.9% |
| All | +843.8% | +160.9% | +682.9% | +129.1% |
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