+484.5%
TXN vs VST
+1,051.2%
-566.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +12.3% | +19.2% | -6.8% | +8.5% |
| 30D | +9.1% | -17.2% | +26.2% | +12.7% |
| 3M | +13.5% | -8.1% | +21.7% | +14.6% |
| 6M | +6.9% | -8.1% | +15.1% | +7.8% |
| YTD | +84.0% | -16.3% | +100.3% | +86.9% |
| 1Y | +95.8% | -24.1% | +119.9% | +102.1% |
| 3Y | +130.3% | +300.2% | -169.9% | +51.8% |
| 5Y | +89.2% | +645.9% | -556.7% | +6.7% |
| 10Y | +486.5% | +1,152.2% | -665.6% | +194.2% |
| All | +484.5% | +1,051.2% | -566.7% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling