+59.9%
VT vs TW
+41.3%
+18.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -0.7% | +2.8% | -3.5% | -1.2% |
| 30D | -1.7% | +18.1% | -19.8% | -4.9% |
| 3M | -2.3% | +25.2% | -27.5% | -6.6% |
| 6M | +1.5% | +19.1% | -17.6% | -2.3% |
| YTD | +12.0% | +21.9% | -9.9% | +6.5% |
| 1Y | +12.9% | +18.9% | -6.1% | +7.9% |
| 3Y | +74.9% | +41.7% | +33.2% | +54.9% |
| 5Y | +59.9% | +40.4% | +19.5% | +35.8% |
| All | +59.9% | +41.3% | +18.6% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling