-25.6%
TBPH vs VT
+249.7%
-275.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.2% | +0.4% | -0.3% | -0.2% |
| 30D | +1.1% | +1.0% | +0.1% | +0.1% |
| 3M | +4.3% | +2.4% | +2.0% | +1.6% |
| 6M | +25.0% | +12.0% | +13.0% | +11.8% |
| YTD | -8.7% | +15.3% | -24.0% | -20.1% |
| 1Y | +21.6% | +22.6% | -1.0% | +0.5% |
| 3Y | +74.1% | +74.7% | -0.6% | +2.5% |
| 5Y | +101.7% | +66.1% | +35.5% | +23.5% |
| 10Y | -40.8% | +225.0% | -265.8% | -83.5% |
| All | -25.6% | +249.7% | -275.3% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling