+43.2%
TBF vs VT
+221.4%
-178.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.4% | +1.0% | -1.4% | -0.5% |
| 30D | +0.8% | -0.2% | +1.0% | +0.8% |
| 3M | +3.2% | +4.5% | -1.4% | +2.7% |
| 6M | +7.9% | +14.1% | -6.1% | +6.3% |
| YTD | +6.5% | +14.8% | -8.3% | +4.8% |
| 1Y | +10.1% | +21.2% | -11.1% | +7.6% |
| 3Y | +20.0% | +76.6% | -56.6% | +11.0% |
| 5Y | +79.5% | +66.6% | +12.9% | +68.4% |
| 10Y | +43.2% | +222.3% | -179.1% | +17.8% |
| All | +43.2% | +221.4% | -178.3% | +17.8% |
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