+141.9%
VT vs TW
+291.9%
-150.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -0.1% | +3.1% | -3.3% | -0.9% |
| 30D | -3.1% | +16.7% | -19.8% | -6.7% |
| 3M | -3.5% | +25.2% | -28.7% | -8.9% |
| 6M | +0.5% | +19.5% | -19.0% | -4.6% |
| YTD | +10.8% | +21.0% | -10.2% | +4.1% |
| 1Y | +11.9% | +19.0% | -7.1% | +5.6% |
| 3Y | +73.0% | +40.7% | +32.3% | +52.0% |
| 5Y | +58.6% | +40.1% | +18.5% | +36.1% |
| All | +141.9% | +291.9% | -150.0% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling