-99.9%
TWAV price history and return analytics
+65.7%
-165.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -4.6% |
| 7D | -7.3% | -0.1% | -7.2% | -7.1% |
| 30D | -6.6% | -0.7% | -5.9% | -5.4% |
| 3M | -16.4% | +4.0% | -20.4% | -23.1% |
| 6M | +16.5% | +12.3% | +4.2% | -8.5% |
| YTD | -29.8% | +14.0% | -43.9% | -45.6% |
| 1Y | -55.0% | +20.3% | -75.3% | -68.1% |
| 3Y | -95.3% | +75.4% | -170.8% | -98.4% |
| 5Y | -99.9% | +66.0% | -165.9% | -100.0% |
| All | -99.9% | +65.7% | -165.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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