+100.4%
TXT vs VEU
+174.2%
-73.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +0.1% | +2.1% | -2.0% | -2.4% |
| 30D | +13.3% | -0.9% | +14.3% | +14.3% |
| 3M | -5.0% | -5.4% | +0.4% | +1.1% |
| 6M | -8.4% | -1.8% | -6.6% | -7.5% |
| YTD | -4.0% | +10.9% | -14.9% | -17.3% |
| 1Y | +2.8% | +13.6% | -10.8% | -14.0% |
| 3Y | +10.3% | +69.3% | -59.0% | -44.4% |
| 5Y | +9.2% | +48.1% | -38.9% | -35.0% |
| 10Y | +89.6% | +148.0% | -58.4% | -37.6% |
| All | +100.4% | +174.2% | -73.7% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling