+173.7%
VEA vs TXT
+42.4%
+131.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +1.0% | -4.8% | +5.7% | +2.5% |
| 30D | +1.9% | -10.6% | +12.6% | +5.5% |
| 3M | +3.2% | -13.2% | +16.4% | +7.5% |
| 6M | +10.2% | -20.3% | +30.6% | +17.8% |
| YTD | +18.9% | -9.3% | +28.1% | +21.7% |
| 1Y | +29.3% | -2.7% | +32.0% | +29.3% |
| 3Y | +76.8% | +1.4% | +75.4% | +72.0% |
| 5Y | +61.2% | +9.6% | +51.7% | +51.1% |
| 10Y | +163.3% | +94.9% | +68.4% | +92.0% |
| All | +173.7% | +42.4% | +131.3% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling