+790.9%
TWST vs VT
+171.6%
+619.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -11.8% | +0.4% | -12.2% | -12.6% |
| 30D | +8.4% | +1.0% | +7.5% | +7.0% |
| 3M | +68.7% | +2.4% | +66.3% | +63.3% |
| 6M | +159.5% | +12.0% | +147.5% | +114.4% |
| YTD | +293.2% | +15.3% | +277.9% | +207.0% |
| 1Y | +386.6% | +22.6% | +364.0% | +240.9% |
| 3Y | +429.4% | +74.7% | +354.7% | +105.8% |
| 5Y | +8.7% | +66.1% | -57.4% | -48.8% |
| All | +790.9% | +171.6% | +619.3% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling