+185.1%
VTI vs TW
+206.7%
-21.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -0.9% | -4.5% | +3.6% | +0.3% |
| 30D | -1.4% | -2.3% | +0.8% | -0.9% |
| 3M | +3.6% | +2.6% | +1.0% | +2.2% |
| 6M | +13.6% | -17.5% | +31.2% | +18.9% |
| YTD | +12.9% | -5.3% | +18.2% | +12.9% |
| 1Y | +17.2% | -14.8% | +32.0% | +20.8% |
| 3Y | +75.7% | +18.8% | +56.8% | +59.0% |
| 5Y | +75.4% | +20.7% | +54.7% | +54.2% |
| All | +185.1% | +206.7% | -21.6% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling