+12.4%
VTEB vs TW
+209.8%
-197.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | -1.2% | -2.7% | +1.5% | -1.2% |
| 30D | -2.9% | -1.7% | -1.1% | -2.8% |
| 3M | -3.2% | +1.6% | -4.7% | -3.2% |
| 6M | -2.6% | -17.7% | +15.0% | -2.3% |
| YTD | -1.8% | -4.3% | +2.5% | -1.8% |
| 1Y | +0.2% | -13.1% | +13.3% | +0.4% |
| 3Y | +8.2% | +20.3% | -12.1% | +7.3% |
| 5Y | +0.8% | +22.0% | -21.1% | -0.4% |
| All | +12.4% | +209.8% | -197.4% | +8.6% |
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