+107.5%
VEU vs TW
+211.2%
-103.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +0.7% | -0.6% | +1.3% | +0.7% |
| 3M | +4.7% | +3.4% | +1.3% | +3.3% |
| 6M | +11.6% | -18.4% | +30.1% | +16.1% |
| YTD | +16.8% | -3.9% | +20.7% | +16.3% |
| 1Y | +24.9% | -13.3% | +38.2% | +27.4% |
| 3Y | +75.7% | +20.8% | +54.9% | +61.3% |
| 5Y | +56.1% | +20.3% | +35.8% | +40.3% |
| All | +107.5% | +211.2% | -103.8% | +50.1% |
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