-12.2%
TBX vs VT
+334.8%
-347.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +0.4% | -0.1% | +0.6% | +0.4% |
| 30D | -1.5% | -3.1% | +1.5% | -1.3% |
| 3M | +2.4% | -3.5% | +5.9% | +2.7% |
| 6M | +5.3% | +0.5% | +4.8% | +5.2% |
| YTD | +7.3% | +10.8% | -3.4% | +6.3% |
| 1Y | +7.9% | +11.9% | -3.9% | +6.8% |
| 3Y | +9.8% | +73.0% | -63.2% | +4.3% |
| 5Y | +40.7% | +58.6% | -17.9% | +34.9% |
| 10Y | +24.3% | +219.2% | -194.9% | +7.0% |
| All | -12.2% | +334.8% | -347.0% | -28.5% |
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