-8.9%
TWST vs VT
+53.4%
-62.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.5% |
| 7D | -20.9% | -2.3% | -18.6% | -15.0% |
| 30D | -22.4% | -5.0% | -17.4% | -9.3% |
| 3M | +10.7% | -4.9% | +15.6% | +29.4% |
| 6M | +102.9% | -1.5% | +104.4% | +119.1% |
| YTD | +280.8% | +8.5% | +272.3% | +223.4% |
| 1Y | +294.4% | +11.4% | +283.0% | +213.7% |
| 3Y | +581.7% | +70.1% | +511.6% | +86.0% |
| All | -8.9% | +53.4% | -62.3% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling