+400.8%
VGT vs TW
+211.4%
+189.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.8% |
| 7D | +1.8% | -3.5% | +5.3% | +2.9% |
| 30D | -0.3% | +0.5% | -0.8% | -0.6% |
| 3M | +3.4% | +4.9% | -1.6% | +0.6% |
| 6M | +35.0% | -17.1% | +52.1% | +42.0% |
| YTD | +28.8% | -3.9% | +32.6% | +27.7% |
| 1Y | +38.0% | -13.3% | +51.2% | +41.7% |
| 3Y | +125.8% | +20.9% | +104.9% | +98.0% |
| 5Y | +134.7% | +20.5% | +114.2% | +100.8% |
| All | +400.8% | +211.4% | +189.4% | +225.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling