+109.7%
VSH vs TW
-14.0%
+123.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -1.2% |
| 7D | +3.1% | -2.7% | +5.8% | +1.7% |
| 30D | -5.7% | -1.7% | -4.0% | -6.4% |
| 3M | -42.5% | +1.6% | -44.1% | -40.9% |
| 6M | +82.7% | -17.7% | +100.4% | +88.9% |
| YTD | +118.2% | -4.3% | +122.6% | +124.0% |
| 1Y | +109.7% | -13.1% | +122.8% | +117.4% |
| All | +109.7% | -14.0% | +123.7% | +117.4% |
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