+8.0%
TXT vs VT
+69.7%
-61.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | -2.5% | -2.3% | -0.2% | -0.5% |
| 30D | +14.4% | -5.0% | +19.3% | +19.9% |
| 3M | -4.9% | -4.9% | 0.0% | -0.5% |
| 6M | -10.2% | -1.5% | -8.7% | -9.5% |
| YTD | -4.1% | +8.5% | -12.6% | -12.8% |
| 1Y | +4.0% | +11.4% | -7.4% | -8.2% |
| 3Y | +8.0% | +70.1% | -62.1% | -40.2% |
| All | +8.0% | +69.7% | -61.8% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling