+117.0%
TBCH vs VT
+362.8%
-245.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.2% | -9.0% | -9.0% |
| 7D | -5.4% | -2.3% | -3.0% | -3.1% |
| 30D | +15.5% | -5.0% | +20.5% | +21.9% |
| 3M | +21.0% | -4.9% | +25.9% | +28.0% |
| 6M | +19.8% | -1.5% | +21.4% | +22.9% |
| YTD | +8.3% | +8.5% | -0.2% | +0.5% |
| 1Y | +1.6% | +11.4% | -9.8% | -7.9% |
| 3Y | +71.5% | +70.1% | +1.5% | +7.3% |
| 5Y | -47.2% | +53.7% | -100.9% | -62.9% |
| 10Y | +194.4% | +220.0% | -25.6% | +36.1% |
| All | +117.0% | +362.8% | -245.8% | +8.1% |
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