+31.4%
TBF vs VT
+222.7%
-191.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +3.0% | +2.9% | +0.1% | +2.7% |
| 30D | -1.6% | -2.5% | +0.9% | -1.4% |
| 3M | +3.0% | -3.3% | +6.3% | +3.3% |
| 6M | +6.8% | +1.5% | +5.3% | +6.5% |
| YTD | +9.9% | +11.4% | -1.5% | +8.4% |
| 1Y | +13.7% | +11.9% | +1.7% | +12.0% |
| 3Y | +15.3% | +73.9% | -58.5% | +6.6% |
| 5Y | +86.0% | +57.9% | +28.1% | +75.8% |
| All | +31.4% | +222.7% | -191.3% | +6.3% |
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