+1,174.9%
VSH vs TXT
+2,193.3%
-1,018.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.7% |
| 7D | -12.9% | -2.5% | -10.4% | -11.9% |
| 30D | -36.9% | +14.4% | -51.3% | -41.1% |
| 3M | -28.8% | -4.9% | -23.8% | -27.5% |
| 6M | -30.3% | -10.2% | -20.1% | -26.8% |
| YTD | +62.4% | -4.1% | +66.5% | +64.5% |
| 1Y | +62.5% | +4.0% | +58.6% | +58.7% |
| 3Y | +7.4% | +8.0% | -0.6% | +4.2% |
| 5Y | +25.4% | +8.4% | +17.0% | +20.3% |
| 10Y | +102.6% | +116.6% | -14.0% | +37.7% |
| All | +1,174.9% | +2,193.3% | -1,018.4% | +221.9% |
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