+179.5%
VSH vs TXT
+100.3%
+79.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | +3.5% | +0.8% | +2.7% | +3.0% |
| 30D | -4.4% | -10.4% | +6.1% | +2.7% |
| 3M | -45.8% | -14.3% | -31.5% | -39.8% |
| 6M | +90.1% | -15.1% | +105.2% | +112.2% |
| YTD | +120.3% | -8.3% | +128.6% | +132.2% |
| 1Y | +112.2% | -0.7% | +112.9% | +112.5% |
| 3Y | +36.6% | +6.0% | +30.6% | +31.4% |
| 5Y | +67.0% | +12.5% | +54.5% | +52.1% |
| 10Y | +179.5% | +103.2% | +76.3% | +73.5% |
| All | +179.5% | +100.3% | +79.2% | +73.5% |
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