+146.6%
TX vs VT
+345.0%
-198.3%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | 0.0% |
| 7D | -10.0% | -4.2% | -5.9% | -4.8% |
| 30D | -14.6% | -5.8% | -8.8% | -7.6% |
| 3M | -9.4% | -5.2% | -4.2% | -2.8% |
| 6M | +13.5% | +0.1% | +13.4% | +13.5% |
| YTD | +31.1% | +8.2% | +22.9% | +18.3% |
| 1Y | +39.4% | +10.1% | +29.2% | +22.7% |
| 3Y | +62.8% | +69.7% | -6.8% | -20.5% |
| 5Y | +76.0% | +53.4% | +22.7% | -1.1% |
| 10Y | +222.1% | +219.2% | +2.9% | -33.5% |
| All | +146.6% | +345.0% | -198.3% | -65.4% |
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