+469.9%
TXN vs VST
+1,174.0%
-704.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.7% | +2.0% |
| 7D | -3.8% | -6.0% | +2.2% | -2.9% |
| 30D | +6.4% | -18.8% | +25.2% | +10.4% |
| 3M | +7.7% | -8.0% | +15.7% | +8.7% |
| 6M | +5.5% | -10.9% | +16.4% | +6.9% |
| YTD | +77.0% | -18.3% | +95.3% | +80.6% |
| 1Y | +91.2% | -29.9% | +121.1% | +100.4% |
| 3Y | +121.5% | +290.3% | -168.8% | +46.2% |
| 5Y | +84.9% | +635.3% | -550.4% | +4.0% |
| 10Y | +469.9% | +1,162.4% | -692.5% | +186.1% |
| All | +469.9% | +1,174.0% | -704.1% | +186.1% |
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