+108.3%
V vs TXT
+8.5%
+99.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +9.0% | +13.3% | -4.4% | +4.2% |
| 3M | +16.7% | -5.0% | +21.7% | +18.4% |
| 6M | +33.4% | -8.4% | +41.8% | +36.3% |
| YTD | +22.4% | -4.0% | +26.3% | +21.8% |
| 1Y | +27.7% | +2.8% | +24.9% | +23.7% |
| 3Y | +78.0% | +10.3% | +67.7% | +62.0% |
| All | +108.3% | +8.5% | +99.8% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling