+761.5%
TWST vs VT
+154.9%
+606.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -4.1% | -11.3% | -7.2% |
| 7D | -30.5% | -4.2% | -26.3% | -23.3% |
| 30D | -27.8% | -5.8% | -22.0% | -17.0% |
| 3M | +4.9% | -5.2% | +10.1% | +19.3% |
| 6M | +112.7% | +0.1% | +112.6% | +119.9% |
| YTD | +280.2% | +8.2% | +272.0% | +242.6% |
| 1Y | +282.6% | +10.1% | +272.5% | +234.7% |
| 3Y | +546.4% | +69.7% | +476.7% | +169.8% |
| 5Y | -11.2% | +53.4% | -64.6% | -50.8% |
| All | +761.5% | +154.9% | +606.6% | +118.3% |
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