+456.0%
TPB vs VT
+214.8%
+241.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | -0.8% |
| 7D | -1.9% | -4.2% | +2.2% | +1.6% |
| 30D | +15.8% | -5.8% | +21.6% | +21.6% |
| 3M | -19.3% | -5.2% | -14.1% | -15.8% |
| 6M | -16.5% | +0.1% | -16.6% | -17.1% |
| YTD | -37.6% | +8.2% | -45.8% | -41.8% |
| 1Y | -33.0% | +10.1% | -43.2% | -38.5% |
| 3Y | +225.6% | +69.7% | +155.9% | +106.2% |
| 5Y | +71.9% | +53.4% | +18.6% | +17.9% |
| All | +456.0% | +214.8% | +241.2% | +76.1% |
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