+73.4%
VT vs TW
+44.1%
+29.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +2.4% | +3.9% | -1.6% | +2.1% |
| 30D | -1.5% | +19.9% | -21.4% | -2.9% |
| 3M | -4.1% | +25.9% | -30.1% | -5.9% |
| 6M | +0.6% | +21.1% | -20.6% | -0.9% |
| YTD | +11.0% | +23.9% | -12.9% | +8.6% |
| 1Y | +13.3% | +21.2% | -7.9% | +11.3% |
| 3Y | +73.4% | +44.8% | +28.6% | +68.3% |
| All | +73.4% | +44.1% | +29.3% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling