+10.6%
TXT vs VT
+53.2%
-42.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.4% | +2.7% |
| 7D | -2.5% | -4.2% | +1.6% | +1.8% |
| 30D | +12.8% | -5.8% | +18.6% | +20.0% |
| 3M | -3.6% | -5.2% | +1.6% | +1.7% |
| 6M | -6.9% | +0.1% | -7.1% | -7.8% |
| YTD | -2.2% | +8.2% | -10.4% | -11.3% |
| 1Y | +6.3% | +10.1% | -3.8% | -5.6% |
| 3Y | +10.3% | +69.7% | -59.4% | -40.2% |
| 5Y | +10.6% | +53.4% | -42.7% | -30.6% |
| All | +10.6% | +53.2% | -42.6% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling