+68.5%
VSH vs TXT
+11.9%
+56.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.7% |
| 7D | +4.1% | -4.8% | +8.8% | +7.9% |
| 30D | -4.2% | -10.6% | +6.5% | +4.2% |
| 3M | -50.0% | -13.2% | -36.8% | -44.2% |
| 6M | +80.2% | -20.3% | +100.5% | +113.5% |
| YTD | +121.1% | -9.3% | +130.3% | +135.9% |
| 1Y | +112.0% | -2.7% | +114.7% | +114.6% |
| 3Y | +22.5% | +1.4% | +21.1% | +18.8% |
| All | +68.5% | +11.9% | +56.5% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling