+31.0%
VNQ vs TXT
+5.5%
+25.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.2% |
| 7D | -0.9% | +0.8% | -1.7% | -1.1% |
| 30D | -2.2% | -10.4% | +8.2% | +0.8% |
| 3M | -1.9% | -14.3% | +12.4% | +2.1% |
| 6M | +3.2% | -15.1% | +18.3% | +7.6% |
| YTD | +9.4% | -8.3% | +17.7% | +10.9% |
| 1Y | +7.5% | -0.7% | +8.2% | +6.0% |
| All | +31.0% | +5.5% | +25.5% | +19.9% |
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 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