+89.7%
VTRS vs TW
+20.8%
+69.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.6% |
| 7D | +2.4% | +6.0% | -3.6% | +2.6% |
| 30D | +9.1% | +18.6% | -9.5% | +9.6% |
| 3M | +9.4% | +26.5% | -17.1% | +10.1% |
| 6M | +28.3% | +13.1% | +15.2% | +29.6% |
| YTD | +58.0% | +18.5% | +39.5% | +59.2% |
| 1Y | +89.7% | +21.7% | +68.0% | +91.3% |
| All | +89.7% | +20.8% | +69.0% | +91.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling