+103.2%
TXT vs VCLT
+16.9%
+86.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | -10.4% | +0.1% | -10.5% | -10.5% |
| 3M | -14.3% | -2.9% | -11.5% | -13.1% |
| 6M | -15.1% | -4.0% | -11.1% | -13.4% |
| YTD | -8.3% | -2.2% | -6.1% | -7.3% |
| 1Y | -0.7% | -2.6% | +1.9% | +0.6% |
| 3Y | +6.0% | +12.3% | -6.3% | 0.0% |
| 5Y | +12.5% | -16.4% | +28.9% | +21.0% |
| 10Y | +103.2% | +18.1% | +85.1% | +114.8% |
| All | +103.2% | +16.9% | +86.3% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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