+103.2%
TXT vs VIG
+241.3%
-138.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +1.2% |
| 7D | +0.8% | -1.2% | +2.0% | +2.5% |
| 30D | -10.4% | -2.8% | -7.6% | -6.7% |
| 3M | -14.3% | +2.5% | -16.8% | -17.2% |
| 6M | -15.1% | +8.1% | -23.2% | -23.8% |
| YTD | -8.3% | +9.6% | -17.9% | -19.3% |
| 1Y | -0.7% | +14.2% | -14.9% | -17.6% |
| 3Y | +6.0% | +56.1% | -50.1% | -43.5% |
| 5Y | +12.5% | +62.8% | -50.3% | -43.3% |
| 10Y | +103.2% | +248.2% | -145.0% | -61.8% |
| All | +103.2% | +241.3% | -138.1% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling