-51.4%
VG vs TXT
+10.2%
-61.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.6% |
| 7D | -22.0% | -2.5% | -19.5% | -21.5% |
| 30D | -14.7% | +12.8% | -27.6% | -18.1% |
| 3M | -7.1% | -3.6% | -3.5% | -6.0% |
| 6M | -11.2% | -6.9% | -4.2% | -10.4% |
| YTD | +69.8% | -2.2% | +72.0% | +58.1% |
| 1Y | +49.9% | +6.3% | +43.6% | +28.4% |
| All | -51.4% | +10.2% | -61.6% | -69.2% |
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 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