+63.4%
VSH vs TXT
+9.2%
+54.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.3% | -3.8% | -4.4% |
| 7D | -13.6% | +10.6% | -24.3% | -19.0% |
| 30D | -30.4% | +14.4% | -44.7% | -36.3% |
| 3M | -33.3% | -2.7% | -30.5% | -31.0% |
| 6M | -15.1% | -4.7% | -10.4% | -10.3% |
| YTD | +80.2% | -0.5% | +80.7% | +78.5% |
| 1Y | +63.4% | +8.7% | +54.6% | +36.2% |
| All | +63.4% | +9.2% | +54.2% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling