+254.8%
TBBB vs VT
+55.2%
+199.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +1.2% |
| 7D | +18.6% | +0.4% | +18.3% | +18.3% |
| 30D | +21.6% | -2.6% | +24.2% | +23.6% |
| 3M | +65.6% | -3.2% | +68.9% | +69.2% |
| 6M | +77.4% | +0.9% | +76.5% | +75.0% |
| YTD | +102.4% | +11.3% | +91.1% | +84.7% |
| 1Y | +141.0% | +14.0% | +127.0% | +115.9% |
| All | +254.8% | +55.2% | +199.6% | +147.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling