+392.6%
TXRH vs VT
+224.4%
+168.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -1.0% |
| 7D | -4.1% | -0.7% | -3.4% | -3.5% |
| 30D | +18.6% | -1.7% | +20.4% | +20.6% |
| 3M | -9.9% | -2.3% | -7.6% | -8.0% |
| 6M | +3.5% | +1.5% | +1.9% | +0.8% |
| YTD | +14.9% | +12.0% | +2.9% | +0.8% |
| 1Y | +16.8% | +12.9% | +3.9% | +1.6% |
| 3Y | +89.5% | +74.9% | +14.6% | +3.0% |
| 5Y | +123.3% | +59.9% | +63.4% | +34.1% |
| 10Y | +392.6% | +224.6% | +167.9% | +41.2% |
| All | +392.6% | +224.4% | +168.2% | +41.2% |
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