+6.9%
TBLA vs VT
+77.9%
-70.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +2.1% | +0.4% | +1.7% | +1.6% |
| 30D | +0.7% | +1.0% | -0.3% | -0.5% |
| 3M | -18.6% | +2.4% | -20.9% | -20.9% |
| 6M | +21.4% | +12.0% | +9.4% | +5.5% |
| YTD | -16.3% | +15.3% | -31.6% | -30.0% |
| 1Y | +14.9% | +22.6% | -7.7% | -11.7% |
| All | +6.9% | +77.9% | -70.9% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling