-49.4%
VG vs TXT
+12.3%
-61.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | -7.7% | -1.1% | -6.6% | -7.4% |
| 30D | -8.8% | +17.1% | -25.9% | -13.4% |
| 3M | -15.6% | -2.6% | -13.0% | -14.9% |
| 6M | +5.2% | -4.6% | +9.8% | +5.3% |
| YTD | +76.9% | -0.3% | +77.2% | +63.8% |
| 1Y | +42.5% | +5.9% | +36.6% | +24.1% |
| All | -49.4% | +12.3% | -61.7% | -68.1% |
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