+857.2%
TSBK vs VT
+346.0%
+511.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +2.4% | -2.3% | +4.8% | +3.8% |
| 30D | +6.9% | -5.0% | +11.8% | +9.9% |
| 3M | +5.6% | -4.9% | +10.5% | +8.5% |
| 6M | +18.1% | -1.5% | +19.6% | +18.5% |
| YTD | +36.8% | +8.5% | +28.3% | +29.5% |
| 1Y | +50.8% | +11.4% | +39.4% | +40.4% |
| 3Y | +79.1% | +70.1% | +9.0% | +31.3% |
| 5Y | +100.3% | +53.7% | +46.6% | +53.1% |
| 10Y | +294.6% | +220.0% | +74.6% | +115.4% |
| All | +857.2% | +346.0% | +511.2% | +372.4% |
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 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