+31.7%
TBN vs VT
+43.6%
-11.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.7% |
| 7D | -2.6% | +0.4% | -2.9% | -2.7% |
| 30D | -15.8% | -2.6% | -13.2% | -15.1% |
| 3M | -14.8% | -3.2% | -11.6% | -13.9% |
| 6M | -19.6% | +0.9% | -20.6% | -20.2% |
| YTD | +5.2% | +11.3% | -6.1% | -0.7% |
| 1Y | +14.0% | +14.0% | 0.0% | +6.0% |
| All | +31.7% | +43.6% | -11.9% | +7.0% |
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