+2.6%
TXO vs VT
+86.2%
-83.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -0.7% | +1.0% | -1.7% | -0.9% |
| 30D | +12.9% | -0.2% | +13.2% | +13.0% |
| 3M | +13.8% | +4.5% | +9.3% | +12.2% |
| 6M | +29.6% | +14.1% | +15.6% | +23.6% |
| YTD | +53.3% | +14.8% | +38.6% | +45.5% |
| 1Y | +25.2% | +21.2% | +4.1% | +15.8% |
| 3Y | -0.3% | +76.6% | -76.9% | -19.9% |
| All | +2.6% | +86.2% | -83.6% | -21.2% |
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