+12.8%
TXT vs VYM
+75.8%
-63.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.1% |
| 7D | -0.2% | -1.9% | +1.6% | +2.4% |
| 30D | -10.2% | -2.6% | -7.6% | -6.9% |
| 3M | -13.3% | +3.6% | -16.8% | -17.3% |
| 6M | -14.4% | +8.7% | -23.0% | -23.3% |
| YTD | -9.1% | +14.1% | -23.2% | -23.8% |
| 1Y | -2.2% | +17.8% | -20.0% | -21.5% |
| 3Y | +5.1% | +64.5% | -59.5% | -45.9% |
| 5Y | +12.8% | +77.5% | -64.7% | -47.3% |
| All | +12.8% | +75.8% | -63.0% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling