+23.5%
TEX vs VT
+363.9%
-340.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -2.9% |
| 7D | +7.9% | -0.3% | +8.2% | +8.3% |
| 30D | +1.2% | -1.4% | +2.6% | +3.6% |
| 3M | -12.7% | -1.4% | -11.3% | -10.4% |
| 6M | -1.9% | +5.5% | -7.4% | -10.0% |
| YTD | +8.7% | +12.8% | -4.1% | -10.6% |
| 1Y | +24.0% | +15.4% | +8.6% | -1.8% |
| 3Y | +19.0% | +76.9% | -57.8% | -53.5% |
| 5Y | +29.8% | +60.4% | -30.7% | -38.2% |
| 10Y | +182.4% | +232.8% | -50.4% | -61.1% |
| All | +23.5% | +363.9% | -340.4% | -86.7% |
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