+314.4%
TSBK vs VT
+222.7%
+91.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.1% | +0.4% | -0.3% | -0.3% |
| 30D | +4.5% | +1.0% | +3.5% | +3.5% |
| 3M | +13.2% | +2.4% | +10.9% | +9.9% |
| 6M | +20.6% | +12.0% | +8.6% | +6.8% |
| YTD | +32.5% | +15.3% | +17.2% | +13.8% |
| 1Y | +38.5% | +22.6% | +16.0% | +11.7% |
| 3Y | +75.6% | +74.7% | +0.9% | -1.1% |
| 5Y | +87.4% | +66.1% | +21.3% | +8.5% |
| All | +314.4% | +222.7% | +91.7% | +24.0% |
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