+202.9%
TBCH vs VT
+222.7%
-19.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.2% | +0.4% | -0.2% | -0.3% |
| 30D | -7.8% | +1.0% | -8.8% | -8.9% |
| 3M | -0.2% | +2.4% | -2.6% | -3.0% |
| 6M | -2.3% | +12.0% | -14.4% | -16.1% |
| YTD | -11.0% | +15.3% | -26.4% | -26.6% |
| 1Y | -18.8% | +22.6% | -41.3% | -38.1% |
| 3Y | +14.6% | +74.7% | -60.1% | -43.3% |
| 5Y | -56.2% | +66.1% | -122.4% | -76.3% |
| All | +202.9% | +222.7% | -19.8% | -11.4% |
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