+11.5%
TXT vs VT
+66.2%
-54.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.8% | +0.4% | -5.2% | -5.2% |
| 30D | -10.6% | +1.0% | -11.6% | -11.6% |
| 3M | -13.2% | +2.4% | -15.6% | -15.6% |
| 6M | -20.3% | +12.0% | -32.3% | -29.9% |
| YTD | -9.3% | +15.3% | -24.6% | -22.9% |
| 1Y | -2.7% | +22.6% | -25.3% | -22.9% |
| 3Y | +1.4% | +74.7% | -73.3% | -46.4% |
| All | +11.5% | +66.2% | -54.7% | -37.3% |
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