-100.0%
TENX vs VT
+221.4%
-321.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | +10.0% | +1.0% | +9.0% | +9.2% |
| 30D | -85.3% | -0.2% | -85.0% | -85.0% |
| 3M | -81.2% | +4.5% | -85.8% | -81.5% |
| 6M | -81.5% | +14.1% | -95.5% | -82.8% |
| YTD | -83.8% | +14.8% | -98.5% | -85.0% |
| 1Y | -67.2% | +21.2% | -88.4% | -70.8% |
| 3Y | -91.8% | +76.6% | -168.4% | -94.4% |
| 5Y | -99.9% | +66.6% | -166.5% | -99.9% |
| 10Y | -100.0% | +222.3% | -322.3% | -100.0% |
| All | -100.0% | +221.4% | -321.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling