+109.7%
TXT vs VIG
+650.0%
-540.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.2% |
| 7D | -1.1% | +1.0% | -2.0% | -2.9% |
| 30D | +17.1% | +4.5% | +12.5% | +8.8% |
| 3M | -2.6% | +2.1% | -4.7% | -6.0% |
| 6M | -4.6% | +10.5% | -15.0% | -19.1% |
| YTD | -0.3% | +15.1% | -15.4% | -20.9% |
| 1Y | +5.9% | +16.9% | -11.0% | -18.2% |
| 3Y | +14.4% | +65.6% | -51.2% | -50.4% |
| 5Y | +15.9% | +64.4% | -48.5% | -49.3% |
| 10Y | +99.6% | +260.6% | -161.1% | -77.1% |
| All | +109.7% | +650.0% | -540.3% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling