+34.5%
VGT vs TXT
-1.4%
+35.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -0.4% | -10.2% | +9.8% | +1.6% |
| 3M | +6.6% | -13.3% | +19.9% | +9.2% |
| 6M | +31.0% | -14.4% | +45.4% | +33.9% |
| YTD | +27.2% | -9.1% | +36.4% | +28.0% |
| 1Y | +34.5% | -2.2% | +36.6% | +32.3% |
| All | +34.5% | -1.4% | +35.9% | +32.3% |
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