+27.5%
TBX vs VT
+229.8%
-202.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +1.4% | -1.1% | +2.5% | +1.4% |
| 30D | +2.1% | -1.0% | +3.1% | +2.1% |
| 3M | +4.0% | +3.2% | +0.9% | +3.9% |
| 6M | +6.3% | +12.5% | -6.2% | +5.8% |
| YTD | +7.0% | +14.1% | -7.1% | +6.4% |
| 1Y | +8.9% | +18.9% | -10.0% | +8.0% |
| 3Y | +12.9% | +74.1% | -61.2% | +9.8% |
| 5Y | +42.2% | +66.9% | -24.7% | +39.2% |
| All | +27.5% | +229.8% | -202.3% | +16.4% |
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