+132.3%
VYM vs TW
+209.8%
-77.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -1.9% | -2.7% | +0.9% | -1.3% |
| 30D | -2.6% | -1.7% | -0.9% | -2.3% |
| 3M | +3.6% | +1.6% | +2.0% | +2.8% |
| 6M | +8.7% | -17.7% | +26.4% | +12.6% |
| YTD | +14.1% | -4.3% | +18.5% | +14.0% |
| 1Y | +17.8% | -13.1% | +30.9% | +20.2% |
| 3Y | +64.5% | +20.3% | +44.2% | +52.9% |
| 5Y | +77.5% | +22.0% | +55.6% | +61.1% |
| All | +132.3% | +209.8% | -77.5% | +70.7% |
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