+57.2%
TXN vs VT
+66.2%
-9.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.1% | +0.4% | -0.5% | -0.7% |
| 30D | -6.9% | +1.0% | -7.9% | -8.1% |
| 3M | -14.9% | +2.4% | -17.3% | -16.8% |
| 6M | +29.0% | +12.0% | +17.0% | +12.8% |
| YTD | +51.5% | +15.3% | +36.1% | +27.5% |
| 1Y | +41.6% | +22.6% | +19.0% | +10.4% |
| 3Y | +65.8% | +74.7% | -8.9% | -15.0% |
| All | +57.2% | +66.2% | -9.0% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling