+608.4%
VST vs TW
+41.2%
+567.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.3% |
| 7D | +6.6% | +3.9% | +2.7% | +5.7% |
| 30D | -12.4% | +19.9% | -32.3% | -16.0% |
| 3M | -9.0% | +25.9% | -34.9% | -14.0% |
| 6M | -6.4% | +21.1% | -27.6% | -11.3% |
| YTD | -17.2% | +23.9% | -41.1% | -22.7% |
| 1Y | -22.0% | +21.2% | -43.3% | -26.7% |
| 3Y | +296.7% | +44.8% | +251.9% | +262.5% |
| All | +608.4% | +41.2% | +567.2% | +520.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling