+686.7%
TBBK vs VT
+374.2%
+312.5%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.8% | +0.4% | +1.3% | +1.3% |
| 30D | -6.8% | +1.0% | -7.8% | -7.8% |
| 3M | +24.9% | +2.4% | +22.5% | +20.8% |
| 6M | +20.9% | +12.0% | +8.9% | +5.0% |
| YTD | -1.0% | +15.3% | -16.3% | -16.6% |
| 1Y | -12.6% | +22.6% | -35.2% | -31.3% |
| 3Y | +77.9% | +74.7% | +3.2% | -5.5% |
| 5Y | +175.0% | +66.1% | +108.8% | +59.9% |
| 10Y | +980.3% | +225.0% | +755.3% | +234.8% |
| All | +686.7% | +374.2% | +312.5% | +144.9% |
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 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