+761.8%
TXNM vs VT
+355.4%
+406.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -0.8% | -0.1% | -0.6% | -0.8% |
| 30D | -0.2% | -3.1% | +2.9% | +1.9% |
| 3M | +2.0% | -3.5% | +5.5% | +4.4% |
| 6M | -0.1% | +0.5% | -0.5% | -1.1% |
| YTD | +1.6% | +10.8% | -9.2% | -6.9% |
| 1Y | +3.5% | +11.9% | -8.4% | -5.9% |
| 3Y | +52.2% | +73.0% | -20.8% | -1.5% |
| 5Y | +39.7% | +58.6% | -18.9% | -6.3% |
| 10Y | +144.2% | +219.2% | -75.0% | -9.2% |
| All | +761.8% | +355.4% | +406.3% | +136.4% |
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 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