+66.4%
VUG vs TW
+41.3%
+25.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.5% |
| 7D | -1.1% | +2.8% | -3.9% | -1.8% |
| 30D | -7.0% | +18.1% | -25.1% | -11.2% |
| 3M | -3.7% | +25.2% | -28.9% | -9.8% |
| 6M | -1.6% | +19.1% | -20.7% | -7.0% |
| YTD | +5.1% | +21.9% | -16.8% | -2.3% |
| 1Y | +3.8% | +18.9% | -15.2% | -2.8% |
| 3Y | +79.9% | +41.7% | +38.1% | +50.2% |
| 5Y | +66.4% | +40.4% | +26.0% | +34.8% |
| All | +66.4% | +41.3% | +25.1% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling