-49.4%
VG vs TW
-0.3%
-49.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | -7.7% | +3.1% | -10.8% | -8.5% |
| 30D | -8.8% | +16.7% | -25.5% | -12.8% |
| 3M | -15.6% | +25.2% | -40.8% | -21.1% |
| 6M | +5.2% | +19.5% | -14.2% | -0.2% |
| YTD | +76.9% | +21.0% | +55.9% | +66.3% |
| 1Y | +42.5% | +19.0% | +23.5% | +35.0% |
| All | -49.4% | -0.3% | -49.0% | -54.8% |
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