+143.1%
VT vs TW
+287.8%
-144.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +0.4% | +3.4% | -3.0% | -0.4% |
| 30D | -2.6% | +15.5% | -18.1% | -6.0% |
| 3M | -3.2% | +25.1% | -28.4% | -8.6% |
| 6M | +0.9% | +18.2% | -17.2% | -3.9% |
| YTD | +11.3% | +19.7% | -8.4% | +4.9% |
| 1Y | +14.0% | +18.1% | -4.1% | +7.8% |
| 3Y | +75.8% | +40.5% | +35.3% | +54.4% |
| 5Y | +57.8% | +37.1% | +20.7% | +36.3% |
| All | +143.1% | +287.8% | -144.7% | +60.2% |
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