+17.5%
TBB vs VT
+151.1%
-133.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +3.3% | -2.3% | +5.6% | +3.9% |
| 30D | +0.1% | -5.0% | +5.0% | +1.4% |
| 3M | -5.7% | -4.9% | -0.8% | -4.5% |
| 6M | -12.4% | -1.5% | -10.9% | -12.2% |
| YTD | -12.2% | +8.5% | -20.6% | -14.2% |
| 1Y | -13.9% | +11.4% | -25.3% | -16.5% |
| 3Y | -0.3% | +70.1% | -70.4% | -14.2% |
| 5Y | -5.9% | +53.7% | -59.6% | -17.4% |
| All | +17.5% | +151.1% | -133.6% | -13.4% |
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