+75.6%
TXN vs VST
-31.4%
+107.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.6% | -10.8% | -2.4% |
| 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% | +69.2% |
| 1Y | +75.6% | -32.0% | +107.6% | +82.4% |
| All | +75.6% | -31.4% | +107.0% | +82.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling