+49.5%
TXN vs VCLT
-4.4%
+53.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.0% | -1.4% | +5.3% | +4.9% |
| 30D | -2.9% | -1.2% | -1.7% | -2.1% |
| 3M | -9.1% | -4.8% | -4.3% | -6.2% |
| 6M | +36.6% | -2.6% | +39.2% | +39.0% |
| YTD | +57.5% | -3.3% | +60.8% | +60.6% |
| 1Y | +49.5% | -4.8% | +54.4% | +54.4% |
| All | +49.5% | -4.4% | +53.9% | +54.4% |
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