+11.9%
VT vs TW
+19.2%
-7.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.4% |
| 7D | -0.1% | +3.1% | -3.3% | +0.1% |
| 30D | -3.1% | +16.7% | -19.8% | -2.0% |
| 3M | -3.5% | +25.2% | -28.7% | -1.9% |
| 6M | +0.5% | +19.5% | -19.0% | +2.2% |
| YTD | +10.8% | +21.0% | -10.2% | +13.0% |
| 1Y | +11.9% | +19.0% | -7.1% | +14.4% |
| All | +11.9% | +19.2% | -7.3% | +14.4% |
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