+706.1%
TBBK vs VT
+226.9%
+479.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.8% |
| 7D | -25.7% | -2.0% | -23.7% | -23.3% |
| 30D | -27.6% | -1.4% | -26.2% | -25.9% |
| 3M | -8.5% | +4.7% | -13.2% | -14.7% |
| 6M | -5.5% | +11.4% | -16.8% | -20.3% |
| YTD | -25.5% | +13.1% | -38.6% | -38.3% |
| 1Y | -33.8% | +19.0% | -52.8% | -49.1% |
| 3Y | +37.7% | +73.9% | -36.2% | -38.9% |
| 5Y | +112.0% | +65.4% | +46.6% | +4.9% |
| All | +706.1% | +226.9% | +479.2% | +83.9% |
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