+57.2%
TXN vs VST
+761.6%
-704.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.2% |
| 7D | -0.1% | +8.9% | -9.0% | -1.6% |
| 30D | -6.9% | +6.2% | -13.1% | -8.0% |
| 3M | -14.9% | -2.7% | -12.2% | -14.7% |
| 6M | +29.0% | -8.4% | +37.4% | +30.2% |
| YTD | +51.5% | -7.2% | +58.7% | +51.8% |
| 1Y | +41.6% | -20.9% | +62.5% | +44.7% |
| 3Y | +65.8% | +384.0% | -318.2% | +4.6% |
| All | +57.2% | +761.6% | -704.4% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling