-38.1%
TBI vs VT
+224.7%
-262.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -2.3% |
| 7D | +27.0% | -0.7% | +27.7% | +26.7% |
| 30D | +41.9% | -1.7% | +43.6% | +42.6% |
| 3M | +22.7% | -2.3% | +25.0% | +23.7% |
| 6M | +132.3% | +1.5% | +130.8% | +126.8% |
| YTD | +174.7% | +12.0% | +162.7% | +145.6% |
| 1Y | +138.5% | +12.9% | +125.7% | +112.0% |
| 3Y | -4.5% | +74.9% | -79.5% | -41.2% |
| 5Y | -54.5% | +59.9% | -114.5% | -70.1% |
| All | -38.1% | +224.7% | -262.8% | -77.7% |
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