-79.2%
TBLA vs VT
+66.7%
-146.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +3.8% |
| 7D | -37.3% | +0.4% | -37.7% | -37.2% |
| 30D | -37.7% | -2.6% | -35.1% | -34.9% |
| 3M | -47.6% | -3.2% | -44.3% | -44.8% |
| 6M | -59.0% | +0.9% | -60.0% | -59.7% |
| YTD | -53.4% | +11.3% | -64.7% | -60.3% |
| 1Y | -43.3% | +14.0% | -57.3% | -53.5% |
| 3Y | -42.7% | +75.8% | -118.5% | -76.4% |
| 5Y | -78.3% | +57.8% | -136.2% | -88.9% |
| All | -79.2% | +66.7% | -146.0% | -90.3% |
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