-83.7%
TBT vs VT
+374.2%
-457.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.1% | +0.4% | +0.6% | +0.9% |
| 30D | +1.8% | +1.0% | +0.8% | +1.3% |
| 3M | +7.7% | +2.4% | +5.3% | +6.3% |
| 6M | +16.0% | +12.0% | +4.0% | +9.6% |
| YTD | +10.5% | +15.3% | -4.9% | +2.9% |
| 1Y | +10.2% | +22.6% | -12.4% | -0.3% |
| 3Y | +25.1% | +74.7% | -49.6% | -6.1% |
| 5Y | +153.1% | +66.1% | +87.0% | +90.8% |
| 10Y | +46.7% | +225.0% | -178.3% | -26.8% |
| All | -83.7% | +374.2% | -457.9% | -93.0% |
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 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