+400.9%
VGT vs TW
+206.7%
+194.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -0.2% | -4.5% | +4.3% | +1.3% |
| 30D | -0.4% | -2.3% | +1.8% | +0.2% |
| 3M | +4.4% | +2.6% | +1.8% | +2.5% |
| 6M | +32.1% | -17.5% | +49.6% | +39.1% |
| YTD | +28.8% | -5.3% | +34.1% | +28.3% |
| 1Y | +35.3% | -14.8% | +50.1% | +39.8% |
| 3Y | +124.8% | +18.8% | +105.9% | +98.2% |
| 5Y | +137.9% | +20.7% | +117.2% | +103.2% |
| All | +400.9% | +206.7% | +194.2% | +226.7% |
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