+15.4%
VT vs TW
+20.8%
-5.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.8% |
| 7D | -0.3% | +6.0% | -6.3% | +0.1% |
| 30D | -1.4% | +18.6% | -20.0% | -0.2% |
| 3M | -1.4% | +26.5% | -27.9% | +0.4% |
| 6M | +5.5% | +13.1% | -7.7% | +7.1% |
| YTD | +12.8% | +18.5% | -5.7% | +14.9% |
| 1Y | +15.4% | +21.7% | -6.3% | +17.4% |
| All | +15.4% | +20.8% | -5.3% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling