+99.7%
TXN vs VCLT
-3.2%
+103.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | +1.0% | +0.4% | +0.6% | +0.8% |
| 30D | +6.1% | +3.9% | +2.2% | +3.8% |
| 3M | +10.4% | -1.9% | +12.3% | +12.3% |
| 6M | +12.6% | -2.6% | +15.2% | +15.4% |
| YTD | +83.5% | -3.1% | +86.6% | +87.8% |
| 1Y | +99.7% | -3.6% | +103.3% | +105.6% |
| All | +99.7% | -3.2% | +103.0% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling