+136.9%
VT vs TW
+286.2%
-149.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.3% | +4.2% | -6.6% | -3.3% |
| 30D | -5.0% | +18.9% | -23.9% | -9.0% |
| 3M | -4.9% | +23.8% | -28.7% | -9.9% |
| 6M | -1.5% | +17.0% | -18.6% | -6.0% |
| YTD | +8.5% | +19.2% | -10.7% | +2.3% |
| 1Y | +11.4% | +20.1% | -8.7% | +4.7% |
| 3Y | +70.1% | +40.5% | +29.6% | +49.3% |
| 5Y | +53.7% | +38.0% | +15.7% | +32.4% |
| All | +136.9% | +286.2% | -149.3% | +56.3% |
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 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