+619.5%
VRT vs TXT
+1.6%
+617.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.5% |
| 7D | +9.1% | -4.8% | +13.9% | +11.9% |
| 30D | +0.9% | -10.6% | +11.5% | +6.9% |
| 3M | -13.4% | -13.2% | -0.2% | -6.8% |
| 6M | +11.7% | -20.3% | +32.0% | +25.0% |
| YTD | +73.2% | -9.3% | +82.5% | +81.5% |
| 1Y | +123.4% | -2.7% | +126.1% | +125.1% |
| All | +619.5% | +1.6% | +617.9% | +566.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling