+76.3%
TXT vs VT
+374.2%
-297.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.8% | +0.4% | -5.2% | -5.4% |
| 30D | -10.6% | +1.0% | -11.6% | -11.8% |
| 3M | -13.2% | +2.4% | -15.6% | -16.3% |
| 6M | -20.3% | +12.0% | -32.3% | -32.4% |
| YTD | -9.3% | +15.3% | -24.6% | -26.2% |
| 1Y | -2.7% | +22.6% | -25.3% | -27.4% |
| 3Y | +1.4% | +74.7% | -73.3% | -54.3% |
| 5Y | +9.6% | +66.1% | -56.6% | -46.9% |
| 10Y | +94.9% | +225.0% | -130.1% | -61.6% |
| All | +76.3% | +374.2% | -297.9% | -77.6% |
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 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