+194.1%
TX vs VT
+374.2%
-180.1%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | +5.8% | +0.4% | +5.3% | +5.1% |
| 30D | +8.0% | +1.0% | +7.0% | +6.6% |
| 3M | +15.7% | +2.4% | +13.3% | +12.0% |
| 6M | +43.0% | +12.0% | +31.0% | +23.6% |
| YTD | +56.3% | +15.3% | +41.0% | +29.8% |
| 1Y | +76.7% | +22.6% | +54.1% | +35.2% |
| 3Y | +67.6% | +74.7% | -7.1% | -21.2% |
| 5Y | +51.3% | +66.1% | -14.9% | -23.5% |
| 10Y | +379.0% | +225.0% | +154.0% | -2.8% |
| All | +194.1% | +374.2% | -180.1% | -62.0% |
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 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