+99.3%
VSH vs TXT
+2.5%
+96.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -3.5% |
| 7D | +26.2% | -1.1% | +27.3% | +27.0% |
| 30D | -12.5% | +13.3% | -25.8% | -19.7% |
| 3M | -16.9% | -5.1% | -11.8% | -12.7% |
| 6M | -17.0% | -7.1% | -9.8% | -10.7% |
| YTD | +93.8% | -3.2% | +97.0% | +94.1% |
| 1Y | +99.3% | +2.3% | +97.0% | +77.1% |
| All | +99.3% | +2.5% | +96.8% | +77.1% |
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