+449.7%
V vs TXT
+112.2%
+337.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.7% |
| 7D | +2.2% | -2.5% | +4.7% | +3.1% |
| 30D | +13.6% | +14.4% | -0.8% | +7.9% |
| 3M | +14.3% | -4.9% | +19.2% | +15.9% |
| 6M | +33.1% | -10.2% | +43.3% | +37.1% |
| YTD | +21.2% | -4.1% | +25.3% | +21.0% |
| 1Y | +26.4% | +4.0% | +22.5% | +22.3% |
| 3Y | +77.6% | +8.0% | +69.6% | +65.6% |
| 5Y | +102.6% | +8.4% | +94.2% | +84.8% |
| All | +449.7% | +112.2% | +337.5% | +307.6% |
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