-27.0%
TBI vs VT
+374.2%
-401.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.9% | +0.4% | -8.4% | -8.4% |
| 30D | -0.5% | +1.0% | -1.5% | -1.6% |
| 3M | +43.6% | +2.4% | +41.2% | +39.6% |
| 6M | +130.7% | +12.0% | +118.7% | +103.1% |
| YTD | +116.5% | +15.3% | +101.1% | +84.2% |
| 1Y | +71.3% | +22.6% | +48.7% | +36.2% |
| 3Y | -34.8% | +74.7% | -109.4% | -64.7% |
| 5Y | -64.3% | +66.1% | -130.4% | -79.7% |
| 10Y | -55.8% | +225.0% | -280.8% | -88.8% |
| All | -27.0% | +374.2% | -401.2% | -86.8% |
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 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