+292.3%
TSBK vs VT
+223.7%
+68.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -2.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.1% |
| 30D | +7.2% | -2.6% | +9.8% | +9.7% |
| 3M | +7.0% | -3.2% | +10.2% | +10.0% |
| 6M | +18.0% | +0.9% | +17.0% | +15.5% |
| YTD | +37.1% | +11.3% | +25.8% | +21.2% |
| 1Y | +49.9% | +14.0% | +35.9% | +29.1% |
| 3Y | +84.2% | +75.8% | +8.3% | +1.7% |
| 5Y | +98.1% | +57.8% | +40.3% | +20.2% |
| 10Y | +292.3% | +219.8% | +72.5% | +11.3% |
| All | +292.3% | +223.7% | +68.6% | +11.3% |
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 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