+184.5%
VTI vs TW
+211.2%
-26.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -0.4% | -0.5% | +0.2% | -0.2% |
| 30D | -1.6% | -0.6% | -1.0% | -1.5% |
| 3M | +3.6% | +3.4% | +0.2% | +1.9% |
| 6M | +13.0% | -18.4% | +31.5% | +18.7% |
| YTD | +12.7% | -3.9% | +16.6% | +12.2% |
| 1Y | +18.4% | -13.3% | +31.7% | +21.4% |
| 3Y | +76.4% | +20.8% | +55.6% | +58.9% |
| 5Y | +73.7% | +20.3% | +53.4% | +53.0% |
| All | +184.5% | +211.2% | -26.7% | +93.2% |
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