+125.8%
TXN vs VST
+295.7%
-169.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.7% |
| 7D | +9.5% | +6.6% | +2.9% | +8.3% |
| 30D | +8.7% | -12.4% | +21.1% | +10.7% |
| 3M | +11.6% | -9.0% | +20.6% | +12.6% |
| 6M | +0.1% | -6.4% | +6.5% | +0.6% |
| YTD | +78.8% | -17.2% | +96.0% | +81.5% |
| 1Y | +91.2% | -22.0% | +113.2% | +95.5% |
| 3Y | +125.8% | +296.7% | -170.8% | +75.7% |
| All | +125.8% | +295.7% | -169.9% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling