+77.6%
V vs TXT
+7.8%
+69.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | +2.2% | -2.5% | +4.7% | +2.8% |
| 30D | +13.6% | +14.4% | -0.8% | +9.7% |
| 3M | +14.3% | -4.9% | +19.2% | +15.5% |
| 6M | +33.1% | -10.2% | +43.3% | +36.0% |
| YTD | +21.2% | -4.1% | +25.3% | +20.7% |
| 1Y | +26.4% | +4.0% | +22.5% | +22.6% |
| 3Y | +77.6% | +8.0% | +69.6% | +64.9% |
| All | +77.6% | +7.8% | +69.8% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling