+63.4%
VSH vs TW
+20.8%
+42.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.0% | -6.1% | -4.4% |
| 7D | -13.6% | +6.0% | -19.6% | -10.0% |
| 30D | -30.4% | +18.6% | -48.9% | -21.9% |
| 3M | -33.3% | +26.5% | -59.8% | -21.6% |
| 6M | -15.1% | +13.1% | -28.2% | +0.8% |
| YTD | +80.2% | +18.5% | +61.7% | +116.0% |
| 1Y | +63.4% | +21.7% | +41.6% | +94.9% |
| All | +63.4% | +20.8% | +42.6% | +94.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling