-44.1%
VG vs TW
+1.2%
-45.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.5% |
| 7D | +15.1% | +3.2% | +11.9% | +14.2% |
| 30D | -4.2% | +19.7% | -23.9% | -9.0% |
| 3M | -3.1% | +26.8% | -29.9% | -9.6% |
| 6M | +0.3% | +20.9% | -20.5% | -5.0% |
| YTD | +95.5% | +22.9% | +72.6% | +83.0% |
| 1Y | +64.4% | +20.4% | +44.1% | +55.5% |
| All | -44.1% | +1.2% | -45.3% | -50.3% |
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