+98.6%
TSBK vs VT
+53.4%
+45.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +2.4% | -2.3% | +4.8% | +3.5% |
| 30D | +6.9% | -5.0% | +11.8% | +9.4% |
| 3M | +5.6% | -4.9% | +10.5% | +8.0% |
| 6M | +18.1% | -1.5% | +19.6% | +18.4% |
| YTD | +36.8% | +8.5% | +28.3% | +30.2% |
| 1Y | +50.8% | +11.4% | +39.4% | +41.4% |
| 3Y | +79.1% | +70.1% | +9.0% | +42.5% |
| All | +98.6% | +53.4% | +45.2% | +59.4% |
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