+70.8%
TBCH vs VT
+74.5%
-3.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.3% |
| 7D | -0.9% | +2.9% | -3.8% | -5.5% |
| 30D | +13.6% | -2.5% | +16.1% | +19.0% |
| 3M | +28.2% | -3.3% | +31.5% | +36.8% |
| 6M | +44.5% | +1.5% | +43.0% | +42.3% |
| YTD | +17.6% | +11.4% | +6.2% | -2.3% |
| 1Y | +7.8% | +11.9% | -4.1% | -11.1% |
| All | +70.8% | +74.5% | -3.7% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling