+1,179.1%
VST vs TXT
+90.9%
+1,088.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.5% |
| 7D | +19.2% | -1.1% | +20.2% | +19.5% |
| 30D | -17.2% | +13.3% | -30.4% | -21.4% |
| 3M | -8.1% | -5.1% | -3.0% | -6.8% |
| 6M | -8.1% | -7.1% | -1.0% | -6.3% |
| YTD | -16.3% | -3.2% | -13.0% | -16.6% |
| 1Y | -24.1% | +2.3% | -26.4% | -26.2% |
| 3Y | +300.2% | +11.1% | +289.1% | +270.7% |
| 5Y | +645.9% | +10.0% | +635.9% | +580.0% |
| All | +1,179.1% | +90.9% | +1,088.2% | +770.1% |
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