+50.0%
VG vs TXT
+4.1%
+45.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | -0.5% |
| 7D | -22.0% | -2.5% | -19.5% | -22.5% |
| 30D | -11.6% | +14.4% | -26.0% | -7.5% |
| 3M | -14.9% | -4.9% | -9.9% | -16.9% |
| 6M | -3.5% | -10.2% | +6.7% | -6.4% |
| YTD | +70.0% | -4.1% | +74.1% | +55.7% |
| 1Y | +50.0% | +4.0% | +46.0% | +28.8% |
| All | +50.0% | +4.1% | +45.8% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling