+23.5%
TXT vs VSXY
+90.2%
-66.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +2.9% | -1.3% |
| 7D | -1.1% | -1.6% | +0.5% | -0.9% |
| 30D | +13.3% | +17.8% | -4.5% | +10.8% |
| 3M | -5.1% | +12.5% | -17.6% | -7.0% |
| 6M | -7.1% | +124.7% | -131.8% | -18.4% |
| YTD | -3.2% | +93.2% | -96.4% | -13.8% |
| 1Y | +2.3% | +195.6% | -193.3% | -14.7% |
| 3Y | +11.1% | +434.6% | -423.6% | -21.1% |
| 5Y | +10.0% | +103.3% | -93.3% | -9.8% |
| All | +23.5% | +90.2% | -66.8% | 0.0% |
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