+443.5%
VRTX vs TXT
+98.4%
+345.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.3% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +6.6% | -11.1% | +17.7% | +9.3% |
| 3M | +19.4% | -13.0% | +32.4% | +22.8% |
| 6M | +15.8% | -16.2% | +32.0% | +19.9% |
| YTD | +16.7% | -8.7% | +25.4% | +18.2% |
| 1Y | +33.8% | -3.8% | +37.6% | +33.8% |
| 3Y | +54.2% | +5.5% | +48.7% | +49.4% |
| 5Y | +176.4% | +12.3% | +164.1% | +159.7% |
| 10Y | +443.5% | +97.4% | +346.1% | +275.4% |
| All | +443.5% | +98.4% | +345.1% | +275.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling