-46.9%
TEN vs VT
+374.2%
-421.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +0.4% | +2.4% | +2.4% |
| 30D | +15.1% | +1.0% | +14.1% | +14.0% |
| 3M | +23.2% | +2.4% | +20.8% | +19.9% |
| 6M | +24.8% | +12.0% | +12.8% | +11.2% |
| YTD | +100.2% | +15.3% | +84.8% | +73.4% |
| 1Y | +109.4% | +22.6% | +86.8% | +70.7% |
| 3Y | +151.3% | +74.7% | +76.6% | +44.7% |
| 5Y | +554.9% | +66.1% | +488.8% | +287.1% |
| 10Y | +162.6% | +225.0% | -62.4% | -19.7% |
| All | -46.9% | +374.2% | -421.1% | -89.9% |
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