+19.0%
TBT vs VT
+224.4%
-205.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.1% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | -7.4% | -1.7% | -5.6% | -7.1% |
| 3M | +2.2% | -2.3% | +4.6% | +2.6% |
| 6M | +10.0% | +1.5% | +8.5% | +9.5% |
| YTD | +13.3% | +12.0% | +1.2% | +10.3% |
| 1Y | +20.3% | +12.9% | +7.4% | +16.9% |
| 3Y | +11.9% | +74.9% | -63.1% | -3.3% |
| 5Y | +163.8% | +59.9% | +103.9% | +136.1% |
| 10Y | +19.0% | +224.6% | -205.6% | -18.6% |
| All | +19.0% | +224.4% | -205.4% | -18.6% |
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