+386.4%
V vs TXT
+99.4%
+287.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | +1.9% | -11.1% | +12.9% | +6.2% |
| 3M | +15.5% | -13.0% | +28.5% | +20.9% |
| 6M | +16.6% | -16.2% | +32.8% | +23.3% |
| YTD | +5.7% | -8.7% | +14.5% | +7.8% |
| 1Y | +8.6% | -3.8% | +12.3% | +8.2% |
| 3Y | +52.5% | +5.5% | +47.0% | +43.5% |
| 5Y | +67.1% | +12.3% | +54.8% | +50.7% |
| All | +386.4% | +99.4% | +287.0% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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