+916.4%
VRT vs TXN
+57.5%
+858.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.6% | -4.8% |
| 7D | -7.7% | +2.0% | -9.7% | -9.0% |
| 30D | -12.0% | -8.0% | -4.0% | -6.3% |
| 3M | -11.7% | -7.8% | -3.9% | -5.6% |
| 6M | -8.1% | +32.4% | -40.5% | -25.6% |
| YTD | +53.2% | +51.7% | +1.5% | +11.2% |
| 1Y | +81.7% | +44.3% | +37.4% | +36.1% |
| 3Y | +535.3% | +71.3% | +464.0% | +278.8% |
| 5Y | +916.4% | +56.4% | +860.0% | +517.8% |
| All | +916.4% | +57.5% | +858.9% | +517.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling