+1,205.2%
VST vs TXT
+115.3%
+1,089.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.2% | +5.1% | +6.5% |
| 7D | -0.5% | -3.5% | +3.0% | +0.9% |
| 30D | -17.1% | +15.2% | -32.2% | -21.8% |
| 3M | -4.6% | -4.5% | -0.1% | -3.4% |
| 6M | -9.1% | -6.1% | -3.0% | -7.5% |
| YTD | -16.6% | -2.0% | -14.7% | -17.4% |
| 1Y | -29.5% | +4.2% | -33.7% | -31.9% |
| 3Y | +297.5% | +14.4% | +283.1% | +264.2% |
| 5Y | +654.5% | +12.3% | +642.2% | +582.8% |
| 10Y | +1,205.2% | +101.8% | +1,103.4% | +781.2% |
| All | +1,205.2% | +115.3% | +1,089.9% | +781.2% |
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