+61.4%
VEA vs TXT
+11.7%
+49.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.3% | +0.8% | -0.5% | 0.0% |
| 30D | +0.4% | -10.4% | +10.9% | +4.4% |
| 3M | +4.8% | -14.3% | +19.2% | +10.4% |
| 6M | +11.3% | -15.1% | +26.4% | +17.3% |
| YTD | +17.4% | -8.3% | +25.7% | +19.9% |
| 1Y | +26.2% | -0.7% | +26.9% | +24.9% |
| 3Y | +77.7% | +6.0% | +71.8% | +66.6% |
| All | +61.4% | +11.7% | +49.7% | +43.2% |
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