+426.9%
TXN vs VST
+1,112.0%
-685.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.6% | -10.8% | -2.3% |
| 7D | -7.8% | -9.8% | +2.0% | -6.2% |
| 30D | -3.6% | -25.1% | +21.6% | +1.5% |
| 3M | +0.1% | -11.6% | +11.7% | +1.8% |
| 6M | -3.2% | -20.9% | +17.7% | +0.3% |
| YTD | +63.4% | -22.3% | +85.7% | +68.3% |
| 1Y | +75.6% | -32.0% | +107.6% | +85.1% |
| 3Y | +104.0% | +262.4% | -158.4% | +36.7% |
| 5Y | +65.0% | +563.4% | -498.3% | -5.2% |
| All | +426.9% | +1,112.0% | -685.1% | +166.6% |
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