-51.4%
VG vs TW
-1.8%
-49.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -22.0% | +4.2% | -26.3% | -23.0% |
| 30D | -11.6% | +18.9% | -30.6% | -16.0% |
| 3M | -14.9% | +23.8% | -38.7% | -20.1% |
| 6M | -3.5% | +17.0% | -20.6% | -7.9% |
| YTD | +70.0% | +19.2% | +50.7% | +60.4% |
| 1Y | +50.0% | +20.1% | +29.9% | +41.2% |
| All | -51.4% | -1.8% | -49.6% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling