+102.5%
TIMB vs VT
+374.2%
-271.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.4% | +0.4% | +4.0% | +3.9% |
| 30D | +0.9% | +1.0% | -0.1% | -0.2% |
| 3M | -15.4% | +2.4% | -17.8% | -17.8% |
| 6M | -29.6% | +12.0% | -41.6% | -38.0% |
| YTD | -4.0% | +15.3% | -19.3% | -18.1% |
| 1Y | -10.3% | +22.6% | -32.9% | -28.4% |
| 3Y | +47.6% | +74.7% | -27.1% | -21.6% |
| 5Y | +112.7% | +66.1% | +46.6% | +16.2% |
| 10Y | +109.8% | +225.0% | -115.2% | -47.1% |
| All | +102.5% | +374.2% | -271.7% | -63.5% |
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