+568.7%
VST vs TW
+221.1%
+347.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +8.9% | -2.3% | +11.2% | +9.6% |
| 30D | +6.2% | +3.9% | +2.3% | +4.9% |
| 3M | -2.7% | +5.7% | -8.4% | -5.5% |
| 6M | -8.4% | -14.5% | +6.2% | -4.8% |
| YTD | -7.2% | -0.9% | -6.3% | -8.9% |
| 1Y | -20.9% | -13.5% | -7.4% | -18.7% |
| 3Y | +384.0% | +25.0% | +359.0% | +343.2% |
| 5Y | +757.1% | +22.7% | +734.4% | +670.0% |
| All | +568.7% | +221.1% | +347.6% | +341.3% |
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