+15.9%
TXT vs VT
+57.5%
-41.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +2.2% |
| 7D | -1.1% | -0.1% | -0.9% | -1.1% |
| 30D | +17.1% | -3.1% | +20.1% | +20.7% |
| 3M | -2.6% | -3.5% | +0.9% | +0.8% |
| 6M | -4.6% | +0.5% | -5.0% | -5.7% |
| YTD | -0.3% | +10.8% | -11.1% | -11.9% |
| 1Y | +5.9% | +11.9% | -6.0% | -7.4% |
| 3Y | +14.4% | +73.0% | -58.6% | -39.2% |
| 5Y | +15.9% | +58.6% | -42.7% | -30.4% |
| All | +15.9% | +57.5% | -41.7% | -30.4% |
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