+95.8%
TXN vs VST
-25.0%
+120.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +12.3% | +19.2% | -6.8% | +8.2% |
| 30D | +9.1% | -17.2% | +26.2% | +12.6% |
| 3M | +13.5% | -8.1% | +21.7% | +14.5% |
| 6M | +6.9% | -8.1% | +15.1% | +8.2% |
| YTD | +84.0% | -16.3% | +100.3% | +87.7% |
| 1Y | +95.8% | -24.1% | +119.9% | +100.4% |
| All | +95.8% | -25.0% | +120.7% | +100.4% |
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