-46.6%
VG vs TXT
+11.1%
-57.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.8% |
| 7D | +5.5% | -0.8% | +6.3% | +5.7% |
| 30D | -3.6% | +13.4% | -17.0% | -7.5% |
| 3M | -4.0% | -2.5% | -1.4% | -3.2% |
| 6M | +9.4% | -6.2% | +15.6% | +10.2% |
| YTD | +86.6% | -1.3% | +88.0% | +73.3% |
| 1Y | +69.5% | +4.3% | +65.2% | +48.8% |
| All | -46.6% | +11.1% | -57.7% | -66.2% |
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 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