+1,164.9%
VST vs TXT
+89.4%
+1,075.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +6.6% | +0.1% | +6.4% | +6.5% |
| 30D | -12.4% | +13.3% | -25.7% | -16.9% |
| 3M | -9.0% | -5.0% | -4.0% | -7.8% |
| 6M | -6.4% | -8.4% | +2.0% | -4.0% |
| YTD | -17.2% | -4.0% | -13.2% | -17.3% |
| 1Y | -22.0% | +2.8% | -24.8% | -24.3% |
| 3Y | +296.7% | +10.3% | +286.4% | +268.4% |
| 5Y | +637.6% | +9.2% | +628.4% | +574.4% |
| All | +1,164.9% | +89.4% | +1,075.4% | +762.9% |
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 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