+481.5%
TXN vs VST
+1,169.0%
-687.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.8% |
| 7D | -0.5% | +10.9% | -11.5% | -2.5% |
| 30D | +10.5% | -15.6% | +26.1% | +13.8% |
| 3M | +10.7% | -7.8% | +18.5% | +11.7% |
| 6M | +5.1% | -12.0% | +17.1% | +6.8% |
| YTD | +82.5% | -16.9% | +99.4% | +85.6% |
| 1Y | +98.2% | -25.1% | +123.3% | +105.1% |
| 3Y | +128.4% | +297.1% | -168.7% | +50.3% |
| 5Y | +89.0% | +641.9% | -552.9% | +6.2% |
| 10Y | +481.5% | +1,142.3% | -660.8% | +192.5% |
| All | +481.5% | +1,169.0% | -687.5% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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