+402.8%
TXRH vs VT
+224.5%
+178.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -4.4% | +0.4% | -4.8% | -4.8% |
| 30D | -8.7% | +1.0% | -9.7% | -9.7% |
| 3M | +18.0% | +2.4% | +15.6% | +14.3% |
| 6M | +7.4% | +12.0% | -4.6% | -5.2% |
| YTD | +15.6% | +15.3% | +0.3% | -1.2% |
| 1Y | +13.8% | +22.6% | -8.8% | -9.0% |
| 3Y | +90.7% | +74.7% | +16.1% | +4.3% |
| 5Y | +122.4% | +66.1% | +56.3% | +28.9% |
| All | +402.8% | +224.5% | +178.4% | +49.2% |
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