-100.0%
TWAV price history and return analytics
+360.7%
-460.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +0.8% |
| 7D | -6.9% | -0.7% | -6.2% | -6.4% |
| 30D | -18.1% | -1.7% | -16.4% | -16.9% |
| 3M | -10.3% | -2.3% | -8.0% | -8.2% |
| 6M | -34.4% | +1.5% | -35.9% | -34.8% |
| YTD | -32.6% | +12.0% | -44.6% | -36.8% |
| 1Y | -51.2% | +12.9% | -64.1% | -54.3% |
| 3Y | -80.9% | +74.9% | -155.9% | -86.3% |
| 5Y | -99.9% | +59.9% | -159.8% | -99.9% |
| 10Y | -99.9% | +224.6% | -324.6% | -100.0% |
| All | -100.0% | +360.7% | -460.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling