+56.0%
TPB vs VT
+66.2%
-10.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -10.4% | +0.4% | -10.8% | -10.6% |
| 30D | -10.1% | +1.0% | -11.1% | -10.7% |
| 3M | -14.1% | +2.4% | -16.5% | -15.6% |
| 6M | -22.8% | +12.0% | -34.8% | -28.6% |
| YTD | -30.5% | +15.3% | -45.8% | -36.9% |
| 1Y | -23.6% | +22.6% | -46.2% | -33.6% |
| 3Y | +210.1% | +74.7% | +135.4% | +112.8% |
| All | +56.0% | +66.2% | -10.2% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling