+392.1%
VNQ vs TXT
+186.8%
+205.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -2.5% | -11.1% | +8.5% | +2.0% |
| 3M | +1.4% | -13.0% | +14.4% | +6.5% |
| 6M | +4.6% | -16.2% | +20.8% | +11.1% |
| YTD | +10.5% | -8.7% | +19.2% | +13.2% |
| 1Y | +8.4% | -3.8% | +12.2% | +8.4% |
| 3Y | +32.4% | +5.5% | +26.9% | +25.2% |
| 5Y | +5.5% | +12.3% | -6.8% | -4.6% |
| 10Y | +59.1% | +97.4% | -38.3% | +2.7% |
| All | +392.1% | +186.8% | +205.2% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling