+117.2%
VEA vs TW
+206.7%
-89.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -1.5% | -4.5% | +3.0% | -0.5% |
| 30D | -0.8% | -2.3% | +1.4% | -0.4% |
| 3M | +2.5% | +2.6% | -0.1% | +1.3% |
| 6M | +11.1% | -17.5% | +28.7% | +15.3% |
| YTD | +17.2% | -5.3% | +22.5% | +17.0% |
| 1Y | +24.5% | -14.8% | +39.3% | +27.5% |
| 3Y | +75.4% | +18.8% | +56.6% | +61.5% |
| 5Y | +61.1% | +20.7% | +40.4% | +44.3% |
| All | +117.2% | +206.7% | -89.5% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling