-51.4%
VG vs TXT
+8.0%
-59.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.6% |
| 7D | -22.0% | -2.5% | -19.5% | -21.6% |
| 30D | -11.6% | +14.4% | -26.0% | -15.6% |
| 3M | -14.9% | -4.9% | -9.9% | -13.6% |
| 6M | -3.5% | -10.2% | +6.7% | -1.1% |
| YTD | +70.0% | -4.1% | +74.1% | +59.1% |
| 1Y | +50.0% | +4.0% | +46.0% | +29.5% |
| All | -51.4% | +8.0% | -59.4% | -69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling