+326.8%
TWST vs VT
+12.5%
+314.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.0% |
| 7D | -5.8% | -0.1% | -5.7% | -4.0% |
| 30D | -17.3% | -3.1% | -14.2% | -7.9% |
| 3M | +5.8% | -3.5% | +9.3% | +19.5% |
| 6M | +132.4% | +0.5% | +132.0% | +139.8% |
| YTD | +316.6% | +10.8% | +305.8% | +236.3% |
| 1Y | +326.8% | +11.9% | +314.9% | +237.0% |
| All | +326.8% | +12.5% | +314.3% | +237.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling