-38.9%
TBF vs VT
+501.8%
-540.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +1.1% | +1.0% | +0.1% | +0.8% |
| 3M | +4.2% | +2.4% | +1.9% | +3.5% |
| 6M | +8.8% | +12.0% | -3.2% | +5.5% |
| YTD | +6.5% | +15.3% | -8.9% | +2.4% |
| 1Y | +7.0% | +22.6% | -15.6% | +1.3% |
| 3Y | +20.7% | +74.7% | -54.0% | +2.8% |
| 5Y | +79.6% | +66.1% | +13.5% | +54.3% |
| 10Y | +43.9% | +225.0% | -181.2% | -6.7% |
| All | -38.9% | +501.8% | -540.7% | -70.2% |
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