-2.7%
TXT vs VIG
+16.9%
-19.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | -4.8% | -0.4% | -4.3% | -4.2% |
| 30D | -10.6% | -1.0% | -9.6% | -9.4% |
| 3M | -13.2% | +2.8% | -15.9% | -16.3% |
| 6M | -20.3% | +8.2% | -28.5% | -28.0% |
| YTD | -9.3% | +11.0% | -20.3% | -20.6% |
| 1Y | -2.7% | +16.1% | -18.8% | -18.8% |
| All | -2.7% | +16.9% | -19.5% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling