+444.2%
V vs TXT
+115.3%
+328.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.9% |
| 7D | -0.8% | -3.5% | +2.7% | +0.5% |
| 30D | +9.5% | +15.2% | -5.6% | +3.8% |
| 3M | +16.7% | -4.5% | +21.1% | +18.1% |
| 6M | +32.9% | -6.1% | +39.1% | +34.7% |
| YTD | +21.1% | -2.0% | +23.0% | +19.8% |
| 1Y | +26.6% | +4.2% | +22.4% | +22.4% |
| 3Y | +78.4% | +14.4% | +64.0% | +62.6% |
| 5Y | +105.5% | +12.3% | +93.1% | +85.0% |
| 10Y | +444.2% | +101.8% | +342.4% | +302.9% |
| All | +444.2% | +115.3% | +328.9% | +302.9% |
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