+103.1%
TXT vs VYM
+209.2%
-106.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.3% |
| 7D | +2.5% | -0.8% | +3.3% | +3.7% |
| 30D | -8.9% | -2.2% | -6.6% | -5.7% |
| 3M | -13.6% | +3.1% | -16.6% | -17.3% |
| 6M | -13.1% | +9.7% | -22.8% | -24.0% |
| YTD | -7.0% | +14.9% | -21.9% | -24.1% |
| 1Y | -1.4% | +17.6% | -19.0% | -22.2% |
| 3Y | +7.0% | +65.3% | -58.4% | -49.0% |
| 5Y | +15.4% | +78.7% | -63.3% | -50.7% |
| All | +103.1% | +209.2% | -106.1% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling