+459.8%
VST vs TW
+286.2%
+173.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.1% | +10.4% | +10.5% |
| 7D | -9.8% | +4.2% | -14.0% | -10.9% |
| 30D | -25.1% | +18.9% | -44.1% | -28.9% |
| 3M | -11.6% | +23.8% | -35.4% | -17.2% |
| 6M | -20.9% | +17.0% | -38.0% | -25.5% |
| YTD | -22.3% | +19.2% | -41.5% | -27.9% |
| 1Y | -32.0% | +20.1% | -52.1% | -37.2% |
| 3Y | +262.4% | +40.5% | +221.9% | +220.7% |
| 5Y | +563.4% | +38.0% | +525.3% | +477.0% |
| All | +459.8% | +286.2% | +173.6% | +249.3% |
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