+37.9%
VSH vs TW
+42.9%
-5.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.5% |
| 7D | +26.2% | +3.2% | +23.0% | +27.0% |
| 30D | -12.5% | +19.7% | -32.2% | -9.5% |
| 3M | -16.9% | +26.8% | -43.7% | -13.1% |
| 6M | -17.0% | +20.9% | -37.8% | -12.1% |
| YTD | +93.8% | +22.9% | +70.9% | +103.9% |
| 1Y | +99.3% | +20.4% | +79.0% | +110.4% |
| All | +37.9% | +42.9% | -5.0% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling