+4.0%
TXT vs VT
+10.5%
-6.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -2.5% | -2.3% | -0.2% | -1.1% |
| 30D | +14.4% | -5.0% | +19.3% | +18.3% |
| 3M | -4.9% | -4.9% | 0.0% | -1.8% |
| 6M | -10.2% | -1.5% | -8.7% | -9.9% |
| YTD | -4.1% | +8.5% | -12.6% | -11.3% |
| 1Y | +4.0% | +11.4% | -7.4% | -5.6% |
| All | +4.0% | +10.5% | -6.5% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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