+1,495.8%
VSH vs TXT
+2,259.2%
-763.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.2% |
| 7D | +12.8% | -0.8% | +13.6% | +13.3% |
| 30D | -9.0% | +13.4% | -22.4% | -14.7% |
| 3M | -12.2% | -2.5% | -9.6% | -11.7% |
| 6M | -15.9% | -6.2% | -9.7% | -13.4% |
| YTD | +103.2% | -1.3% | +104.6% | +103.3% |
| 1Y | +108.4% | +4.3% | +104.1% | +103.4% |
| 3Y | +41.6% | +13.2% | +28.3% | +34.3% |
| 5Y | +54.6% | +12.4% | +42.2% | +46.0% |
| 10Y | +138.2% | +94.8% | +43.4% | +69.3% |
| All | +1,495.8% | +2,259.2% | -763.4% | +297.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling