+426.9%
TXN vs VT
+215.5%
+211.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.6% |
| 7D | -7.8% | -2.3% | -5.5% | -4.7% |
| 30D | -3.6% | -5.0% | +1.4% | +3.3% |
| 3M | +0.1% | -4.9% | +5.0% | +7.1% |
| 6M | -3.2% | -1.5% | -1.7% | +0.1% |
| YTD | +63.4% | +8.5% | +54.9% | +49.4% |
| 1Y | +75.6% | +11.4% | +64.2% | +55.5% |
| 3Y | +104.0% | +70.1% | +34.0% | +8.5% |
| 5Y | +65.0% | +53.7% | +11.3% | +0.1% |
| All | +426.9% | +215.5% | +211.4% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling