+15.2%
TEX vs VT
+53.4%
-38.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.4% |
| 7D | -2.1% | -2.3% | +0.2% | +1.7% |
| 30D | +1.5% | -5.0% | +6.5% | +10.4% |
| 3M | -15.7% | -4.9% | -10.8% | -8.2% |
| 6M | -14.0% | -1.5% | -12.4% | -11.3% |
| YTD | +3.8% | +8.5% | -4.7% | -8.2% |
| 1Y | +20.3% | +11.4% | +8.9% | +2.0% |
| 3Y | +19.2% | +70.1% | -50.9% | -46.9% |
| All | +15.2% | +53.4% | -38.2% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling