+2,728.7%
VRT vs TW
+221.1%
+2,507.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.5% | +4.0% |
| 7D | +9.1% | -2.3% | +11.4% | +10.3% |
| 30D | +0.9% | +3.9% | -3.0% | -0.9% |
| 3M | -13.4% | +5.7% | -19.1% | -17.2% |
| 6M | +11.7% | -14.5% | +26.2% | +17.8% |
| YTD | +73.2% | -0.9% | +74.1% | +67.5% |
| 1Y | +123.4% | -13.5% | +136.9% | +130.9% |
| 3Y | +606.2% | +25.0% | +581.2% | +493.6% |
| 5Y | +899.9% | +22.7% | +877.2% | +727.7% |
| All | +2,728.7% | +221.1% | +2,507.6% | +1,457.9% |
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