-35.7%
VG vs TW
-20.9%
-14.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +3.8% | -0.5% | +4.3% | +3.9% |
| 30D | +7.2% | -0.6% | +7.8% | +7.3% |
| 3M | +22.8% | +3.4% | +19.4% | +20.7% |
| 6M | +33.2% | -18.4% | +51.7% | +42.1% |
| YTD | +124.8% | -3.9% | +128.7% | +126.1% |
| 1Y | +15.8% | -13.3% | +29.2% | +21.5% |
| All | -35.7% | -20.9% | -14.8% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling