+573.1%
VRT vs TXN
+71.2%
+501.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.0% | -10.6% | -10.3% |
| 7D | +2.4% | +2.7% | -0.3% | +0.6% |
| 30D | -2.7% | -6.7% | +4.1% | +1.9% |
| 3M | -9.2% | -8.9% | -0.3% | -2.7% |
| 6M | -0.5% | +34.7% | -35.2% | -16.9% |
| YTD | +62.3% | +53.3% | +9.0% | +24.8% |
| 1Y | +109.6% | +45.0% | +64.5% | +66.1% |
| All | +573.1% | +71.2% | +501.9% | +406.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling