+917.7%
TT vs VTEB
+17.9%
+899.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.3% |
| 7D | -1.2% | -0.9% | -0.3% | -0.3% |
| 30D | -7.3% | -2.5% | -4.8% | -4.9% |
| 3M | -3.6% | -3.0% | -0.6% | -0.6% |
| 6M | +2.8% | -2.1% | +4.9% | +5.2% |
| YTD | +14.5% | -1.5% | +16.0% | +16.4% |
| 1Y | +7.4% | +0.2% | +7.3% | +7.5% |
| 3Y | +116.2% | +8.6% | +107.7% | +99.4% |
| 5Y | +147.4% | +1.2% | +146.2% | +143.0% |
| All | +917.7% | +17.9% | +899.8% | +975.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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