+607.4%
TPB vs VT
+233.9%
+373.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.1% | -1.6% | +1.5% | +1.3% |
| 30D | +20.9% | -2.5% | +23.4% | +23.4% |
| 3M | -16.2% | -1.3% | -14.9% | -15.5% |
| 6M | -18.4% | +3.1% | -21.4% | -21.0% |
| YTD | -37.7% | +10.9% | -48.7% | -43.2% |
| 1Y | -27.9% | +12.1% | -39.9% | -34.8% |
| 3Y | +224.7% | +73.9% | +150.8% | +99.7% |
| 5Y | +74.6% | +58.0% | +16.6% | +15.8% |
| 10Y | +453.3% | +225.5% | +227.8% | +64.1% |
| All | +607.4% | +233.9% | +373.5% | +90.3% |
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