+93.2%
TXT vs VT
+363.9%
-270.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -3.6% |
| 7D | +10.6% | -0.3% | +10.9% | +11.0% |
| 30D | +14.4% | -1.4% | +15.8% | +16.5% |
| 3M | -2.7% | -1.4% | -1.4% | -1.2% |
| 6M | -4.7% | +5.5% | -10.1% | -12.1% |
| YTD | -0.5% | +12.8% | -13.4% | -16.9% |
| 1Y | +8.7% | +15.4% | -6.7% | -12.1% |
| 3Y | +12.1% | +76.9% | -64.8% | -50.4% |
| 5Y | +14.6% | +60.4% | -45.8% | -41.9% |
| 10Y | +124.7% | +232.8% | -108.1% | -57.4% |
| All | +93.2% | +363.9% | -270.7% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling