+419.8%
TXN vs VTEB
+17.9%
+401.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.5% | +3.6% |
| 7D | +4.0% | -0.9% | +4.9% | +4.6% |
| 30D | -2.9% | -2.5% | -0.3% | -1.2% |
| 3M | -9.1% | -3.0% | -6.1% | -7.2% |
| 6M | +36.6% | -2.1% | +38.8% | +38.8% |
| YTD | +57.5% | -1.5% | +59.0% | +59.3% |
| 1Y | +49.5% | +0.2% | +49.4% | +49.7% |
| 3Y | +76.5% | +8.6% | +68.0% | +67.7% |
| 5Y | +62.4% | +1.2% | +61.2% | +59.7% |
| All | +419.8% | +17.9% | +401.9% | +435.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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