+20.3%
TBIL vs VT
+84.8%
-64.5%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +0.3% | -2.6% | +2.9% | +0.3% |
| 3M | +1.0% | -3.2% | +4.2% | +1.0% |
| 6M | +1.9% | +0.9% | +0.9% | +1.9% |
| YTD | +3.2% | +11.3% | -8.2% | +3.2% |
| 1Y | +3.8% | +14.0% | -10.2% | +3.7% |
| 3Y | +13.8% | +75.8% | -62.0% | +13.8% |
| All | +20.3% | +84.8% | -64.5% | +20.3% |
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