+98.5%
TXT vs VEU
+152.3%
-53.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | +0.7% |
| 7D | -0.2% | -1.9% | +1.7% | +2.1% |
| 30D | -10.2% | -0.7% | -9.5% | -9.6% |
| 3M | -13.3% | +4.9% | -18.1% | -18.5% |
| 6M | -14.4% | +9.8% | -24.2% | -24.5% |
| YTD | -9.1% | +15.3% | -24.4% | -25.0% |
| 1Y | -2.2% | +23.0% | -25.2% | -25.6% |
| 3Y | +5.1% | +73.5% | -68.4% | -49.2% |
| 5Y | +12.8% | +54.5% | -41.7% | -36.0% |
| All | +98.5% | +152.3% | -53.8% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VEU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling