+35.6%
TEX vs VT
+374.2%
-338.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | +0.4% | -1.2% | -1.4% |
| 30D | -4.0% | +1.0% | -5.0% | -5.5% |
| 3M | +1.4% | +2.4% | -0.9% | -2.2% |
| 6M | -5.1% | +12.0% | -17.1% | -21.1% |
| YTD | +19.4% | +15.3% | +4.1% | -5.5% |
| 1Y | +23.9% | +22.6% | +1.3% | -11.0% |
| 3Y | +4.5% | +74.7% | -70.1% | -58.0% |
| 5Y | +37.4% | +66.1% | -28.7% | -38.2% |
| 10Y | +190.6% | +225.0% | -34.4% | -58.1% |
| All | +35.6% | +374.2% | -338.6% | -85.9% |
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