+453.9%
TPB vs VT
+224.5%
+229.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -10.4% | +0.4% | -10.8% | -10.7% |
| 30D | -10.1% | +1.0% | -11.1% | -10.9% |
| 3M | -14.1% | +2.4% | -16.5% | -15.9% |
| 6M | -22.8% | +12.0% | -34.8% | -29.9% |
| YTD | -30.5% | +15.3% | -45.8% | -38.4% |
| 1Y | -23.6% | +22.6% | -46.2% | -35.9% |
| 3Y | +210.1% | +74.7% | +135.4% | +92.3% |
| 5Y | +50.1% | +66.1% | -16.0% | -3.8% |
| All | +453.9% | +224.5% | +229.5% | +77.2% |
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