+135.1%
VGT vs TXT
+10.7%
+124.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.6% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -0.4% | -10.2% | +9.8% | +4.7% |
| 3M | +6.6% | -13.3% | +19.9% | +13.5% |
| 6M | +31.0% | -14.4% | +45.4% | +39.6% |
| YTD | +27.2% | -9.1% | +36.4% | +30.5% |
| 1Y | +34.5% | -2.2% | +36.6% | +32.1% |
| 3Y | +123.1% | +5.1% | +118.1% | +102.1% |
| 5Y | +135.1% | +12.8% | +122.3% | +98.4% |
| All | +135.1% | +10.7% | +124.4% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling