+15.9%
TXT vs VCLT
-17.9%
+33.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +2.2% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +17.1% | +2.3% | +14.8% | +15.8% |
| 3M | -2.6% | -1.1% | -1.6% | -2.2% |
| 6M | -4.6% | -4.2% | -0.4% | -2.6% |
| YTD | -0.3% | -3.4% | +3.0% | +1.3% |
| 1Y | +5.9% | -3.8% | +9.7% | +7.9% |
| 3Y | +14.4% | +14.7% | -0.3% | +7.5% |
| 5Y | +15.9% | -16.7% | +32.5% | +12.1% |
| All | +15.9% | -17.9% | +33.7% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling