+472.6%
TBBK vs VT
+355.4%
+117.1%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.7% |
| 7D | +4.3% | -0.1% | +4.5% | +4.3% |
| 30D | +0.9% | -3.1% | +3.9% | +4.4% |
| 3M | -29.4% | -3.5% | -25.9% | -26.4% |
| 6M | -14.6% | +0.5% | -15.1% | -15.6% |
| YTD | -27.9% | +10.8% | -38.7% | -36.4% |
| 1Y | -22.1% | +11.9% | -33.9% | -32.0% |
| 3Y | +29.6% | +73.0% | -43.4% | -30.4% |
| 5Y | +52.5% | +58.6% | -6.1% | -6.7% |
| 10Y | +628.6% | +219.2% | +409.4% | +131.4% |
| All | +472.6% | +355.4% | +117.1% | +86.7% |
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