+455.6%
TXN vs VST
+1,219.3%
-763.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.3% | -0.7% | +5.2% |
| 7D | -2.1% | -0.5% | -1.6% | -2.2% |
| 30D | +4.7% | -17.1% | +21.8% | +8.2% |
| 3M | +3.9% | -4.6% | +8.5% | +4.1% |
| 6M | +3.8% | -9.1% | +12.9% | +4.8% |
| YTD | +74.2% | -16.6% | +90.8% | +77.1% |
| 1Y | +88.2% | -29.5% | +117.7% | +97.0% |
| 3Y | +124.0% | +297.5% | -173.6% | +47.4% |
| 5Y | +78.4% | +654.5% | -576.2% | -0.2% |
| 10Y | +455.6% | +1,205.2% | -749.7% | +178.1% |
| All | +455.6% | +1,219.3% | -763.8% | +178.1% |
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