-48.0%
TBPH vs VT
+187.7%
-235.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +0.3% | +22.4% | +22.5% |
| 7D | +25.4% | +1.6% | +23.9% | +23.9% |
| 30D | +32.2% | +4.4% | +27.8% | +27.6% |
| 3M | +62.3% | +7.7% | +54.5% | +52.7% |
| 6M | +106.0% | +19.8% | +86.2% | +77.6% |
| YTD | +96.6% | +21.5% | +75.1% | +67.0% |
| 1Y | +103.7% | +18.3% | +85.4% | +76.9% |
| 3Y | +64.2% | +68.8% | -4.6% | +4.0% |
| 5Y | +0.8% | +79.7% | -78.9% | -41.1% |
| All | -48.0% | +187.7% | -235.6% | -83.3% |
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