+1,448.6%
TXN vs VT
+346.0%
+1,102.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -7.8% | -2.3% | -5.5% | -5.4% |
| 30D | -3.6% | -5.0% | +1.4% | +1.7% |
| 3M | +0.1% | -4.9% | +5.0% | +5.6% |
| 6M | -3.2% | -1.5% | -1.7% | -0.5% |
| YTD | +63.4% | +8.5% | +54.9% | +52.8% |
| 1Y | +75.6% | +11.4% | +64.2% | +60.2% |
| 3Y | +104.0% | +70.1% | +34.0% | +26.3% |
| 5Y | +65.0% | +53.7% | +11.3% | +13.4% |
| 10Y | +437.9% | +220.0% | +218.0% | +103.5% |
| All | +1,448.6% | +346.0% | +1,102.5% | +351.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling