+370.6%
TX vs VT
+224.5%
+146.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | +5.8% | +0.4% | +5.3% | +5.2% |
| 30D | +8.0% | +1.0% | +7.0% | +6.8% |
| 3M | +15.7% | +2.4% | +13.3% | +12.5% |
| 6M | +43.0% | +12.0% | +31.0% | +25.9% |
| YTD | +56.3% | +15.3% | +41.0% | +33.0% |
| 1Y | +76.7% | +22.6% | +54.1% | +40.0% |
| 3Y | +67.6% | +74.7% | -7.1% | -13.4% |
| 5Y | +51.3% | +66.1% | -14.9% | -16.3% |
| All | +370.6% | +224.5% | +146.1% | +13.9% |
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 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