+2,826.7%
VRT vs TXN
+194.1%
+2,632.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +13.6% | +2.2% | +11.4% | +12.2% |
| 30D | +6.8% | -9.5% | +16.3% | +13.3% |
| 3M | -3.2% | -10.5% | +7.3% | +4.1% |
| 6M | +20.3% | +35.4% | -15.0% | +1.7% |
| YTD | +79.6% | +51.8% | +27.8% | +41.7% |
| 1Y | +139.0% | +42.9% | +96.1% | +94.2% |
| 3Y | +644.6% | +71.3% | +573.3% | +432.5% |
| 5Y | +1,024.4% | +58.0% | +966.3% | +737.7% |
| All | +2,826.7% | +194.1% | +2,632.6% | +1,689.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling