+22.5%
TXT vs VSXY
+93.0%
-70.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | +0.1% | -1.7% | +1.9% | +0.3% |
| 30D | +13.3% | +20.1% | -6.8% | +10.6% |
| 3M | -5.0% | +16.6% | -21.6% | -7.2% |
| 6M | -8.4% | +134.9% | -143.4% | -20.1% |
| YTD | -4.0% | +96.0% | -100.0% | -14.6% |
| 1Y | +2.8% | +203.8% | -201.0% | -14.6% |
| 3Y | +10.3% | +465.3% | -455.1% | -22.4% |
| 5Y | +9.2% | +106.3% | -97.2% | -10.7% |
| All | +22.5% | +93.0% | -70.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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