+88.2%
TXN vs VST
-30.9%
+119.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.3% | -0.7% | +5.0% |
| 7D | -2.1% | -0.5% | -1.6% | -2.4% |
| 30D | +4.7% | -17.1% | +21.8% | +8.1% |
| 3M | +3.9% | -4.6% | +8.5% | +4.0% |
| 6M | +3.8% | -9.1% | +12.9% | +5.2% |
| YTD | +74.2% | -16.6% | +90.8% | +77.8% |
| All | +88.2% | -30.9% | +119.0% | +93.4% |
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