+858.4%
TSBK vs VT
+360.7%
+497.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.4% |
| 7D | -0.3% | -0.7% | +0.4% | 0.0% |
| 30D | +6.1% | -1.7% | +7.8% | +7.0% |
| 3M | +5.2% | -2.3% | +7.5% | +6.5% |
| 6M | +21.7% | +1.5% | +20.2% | +20.0% |
| YTD | +37.0% | +12.0% | +24.9% | +27.2% |
| 1Y | +49.5% | +12.9% | +36.6% | +38.1% |
| 3Y | +84.6% | +74.9% | +9.7% | +33.1% |
| 5Y | +96.3% | +59.9% | +36.3% | +46.5% |
| 10Y | +280.4% | +224.6% | +55.8% | +105.0% |
| All | +858.4% | +360.7% | +497.7% | +364.0% |
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 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