+68.1%
VTRS vs TW
-14.2%
+82.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -2.2% | -4.5% | +2.3% | -2.3% |
| 30D | +3.3% | -2.3% | +5.6% | +3.2% |
| 3M | +2.0% | +2.6% | -0.6% | +2.3% |
| 6M | +19.9% | -17.5% | +37.5% | +20.1% |
| YTD | +35.7% | -5.3% | +41.0% | +35.6% |
| 1Y | +68.1% | -14.8% | +82.9% | +66.6% |
| All | +68.1% | -14.2% | +82.3% | +66.6% |
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 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