-92.2%
TENX vs VT
+77.9%
-170.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | -8.9% | +0.4% | -9.4% | -9.2% |
| 30D | -85.1% | +1.0% | -86.1% | -85.0% |
| 3M | -82.5% | +2.4% | -84.9% | -82.6% |
| 6M | -83.8% | +12.0% | -95.8% | -84.7% |
| YTD | -84.1% | +15.3% | -99.4% | -85.2% |
| 1Y | -67.7% | +22.6% | -90.3% | -70.7% |
| All | -92.2% | +77.9% | -170.0% | -91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling