+7.2%
VNQ vs TW
+19.5%
-12.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -1.3% | -4.5% | +3.2% | -0.2% |
| 30D | -2.6% | -2.3% | -0.3% | -2.1% |
| 3M | -2.0% | +2.6% | -4.6% | -3.1% |
| 6M | +4.3% | -17.5% | +21.9% | +8.8% |
| YTD | +9.2% | -5.3% | +14.5% | +9.4% |
| 1Y | +5.6% | -14.8% | +20.4% | +8.8% |
| 3Y | +30.8% | +18.8% | +12.0% | +18.2% |
| All | +7.2% | +19.5% | -12.2% | -7.2% |
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