+117.6%
VEA vs TW
+211.2%
-93.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +0.4% | -0.6% | +1.0% | +0.5% |
| 3M | +4.8% | +3.4% | +1.4% | +3.4% |
| 6M | +11.3% | -18.4% | +29.7% | +15.8% |
| YTD | +17.4% | -3.9% | +21.3% | +16.8% |
| 1Y | +26.2% | -13.3% | +39.5% | +28.8% |
| 3Y | +77.7% | +20.8% | +56.9% | +63.0% |
| 5Y | +60.9% | +20.3% | +40.6% | +44.4% |
| All | +117.6% | +211.2% | -93.6% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling