+70.1%
TXN vs VCLT
+11.3%
+58.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.3% |
| 7D | +2.0% | -1.3% | +3.3% | +2.9% |
| 30D | -8.0% | -1.1% | -6.9% | -7.3% |
| 3M | -7.8% | -3.7% | -4.1% | -5.3% |
| 6M | +32.4% | -4.0% | +36.4% | +36.2% |
| YTD | +51.7% | -3.4% | +55.1% | +55.3% |
| 1Y | +44.3% | -4.1% | +48.4% | +48.4% |
| All | +70.1% | +11.3% | +58.7% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling