+57.2%
TXN vs VCIT
+4.1%
+53.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.1% | -0.3% | +0.3% | +0.3% |
| 30D | -6.9% | -0.8% | -6.2% | -6.1% |
| 3M | -14.9% | -1.0% | -13.9% | -13.9% |
| 6M | +29.0% | -1.8% | +30.8% | +31.8% |
| YTD | +51.5% | -0.7% | +52.2% | +52.9% |
| 1Y | +41.6% | +1.0% | +40.6% | +40.4% |
| 3Y | +65.8% | +18.8% | +47.0% | +39.4% |
| All | +57.2% | +4.1% | +53.1% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 5y: compounded portfolio wealth divided by compounded VCIT 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…
5y analysis · Full analysis span regression · 6 months rolling