+85.8%
TXT vs VYM
+490.3%
-404.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | -11.1% | -1.3% | -9.8% | -9.2% |
| 3M | -13.0% | +4.1% | -17.0% | -18.4% |
| 6M | -16.2% | +9.8% | -26.0% | -27.7% |
| YTD | -8.7% | +15.3% | -24.0% | -27.3% |
| 1Y | -3.8% | +20.0% | -23.8% | -28.2% |
| 3Y | +5.5% | +66.2% | -60.7% | -53.5% |
| 5Y | +12.3% | +77.5% | -65.2% | -55.3% |
| 10Y | +97.4% | +201.7% | -104.3% | -65.3% |
| All | +85.8% | +490.3% | -404.5% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling