+136.4%
VT vs TW
+285.7%
-149.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -4.2% | +7.3% | -11.5% | -5.8% |
| 30D | -5.8% | +18.6% | -24.4% | -9.7% |
| 3M | -5.2% | +24.8% | -30.1% | -10.5% |
| 6M | +0.1% | +16.1% | -15.9% | -4.2% |
| YTD | +8.2% | +19.1% | -10.8% | +2.1% |
| 1Y | +10.1% | +22.8% | -12.7% | +2.9% |
| 3Y | +69.7% | +40.4% | +29.3% | +49.0% |
| 5Y | +53.4% | +37.9% | +15.5% | +32.1% |
| All | +136.4% | +285.7% | -149.3% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling