+2,397.0%
VRT vs TXN
+194.0%
+2,203.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.6% | -5.0% |
| 7D | -7.7% | +2.0% | -9.7% | -8.7% |
| 30D | -12.0% | -8.0% | -4.0% | -7.5% |
| 3M | -11.7% | -7.8% | -3.9% | -6.7% |
| 6M | -8.1% | +32.4% | -40.5% | -21.4% |
| YTD | +53.2% | +51.7% | +1.5% | +20.9% |
| 1Y | +81.7% | +44.3% | +37.4% | +46.8% |
| 3Y | +535.3% | +71.3% | +464.0% | +354.2% |
| 5Y | +916.4% | +56.4% | +860.0% | +659.8% |
| All | +2,397.0% | +194.0% | +2,203.0% | +1,426.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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