+789.2%
VGT vs TXT
+103.1%
+686.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -0.4% | -10.2% | +9.8% | +3.7% |
| 3M | +6.6% | -13.3% | +19.9% | +12.3% |
| 6M | +31.0% | -14.4% | +45.4% | +38.2% |
| YTD | +27.2% | -9.1% | +36.4% | +30.3% |
| 1Y | +34.5% | -2.2% | +36.6% | +33.4% |
| 3Y | +123.1% | +5.1% | +118.1% | +111.5% |
| 5Y | +135.1% | +12.8% | +122.3% | +114.9% |
| All | +789.2% | +103.1% | +686.2% | +557.9% |
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