+1,112.0%
VST vs TXT
+112.2%
+999.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.0% | +12.5% | +11.3% |
| 7D | -9.8% | -2.5% | -7.3% | -9.0% |
| 30D | -25.1% | +14.4% | -39.5% | -29.2% |
| 3M | -11.6% | -4.9% | -6.7% | -10.4% |
| 6M | -20.9% | -10.2% | -10.7% | -18.2% |
| YTD | -22.3% | -4.1% | -18.2% | -22.4% |
| 1Y | -32.0% | +4.0% | -36.0% | -34.3% |
| 3Y | +262.4% | +8.0% | +254.4% | +239.4% |
| 5Y | +563.4% | +8.4% | +554.9% | +508.3% |
| All | +1,112.0% | +112.2% | +999.9% | +739.0% |
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