+11.2%
TWST vs VT
+57.5%
-46.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.1% |
| 7D | -5.8% | -0.1% | -5.7% | -4.1% |
| 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% | +139.3% |
| YTD | +316.6% | +10.8% | +305.8% | +236.4% |
| 1Y | +326.8% | +11.9% | +314.9% | +236.9% |
| 3Y | +683.2% | +73.0% | +610.3% | +105.9% |
| 5Y | +11.2% | +58.6% | -47.4% | -56.9% |
| All | +11.2% | +57.5% | -46.4% | -56.9% |
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