+82.8%
VSH vs TW
+221.1%
-138.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.3% |
| 7D | +4.1% | -2.3% | +6.4% | +4.5% |
| 30D | -4.2% | +3.9% | -8.1% | -5.0% |
| 3M | -50.0% | +5.7% | -55.7% | -51.3% |
| 6M | +80.2% | -14.5% | +94.7% | +85.6% |
| YTD | +121.1% | -0.9% | +122.0% | +116.7% |
| 1Y | +112.0% | -13.5% | +125.5% | +116.4% |
| 3Y | +22.5% | +25.0% | -2.5% | +7.6% |
| 5Y | +64.0% | +22.7% | +41.4% | +41.1% |
| All | +82.8% | +221.1% | -138.3% | +19.4% |
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 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