+373.4%
VST vs TXT
+1.6%
+371.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +8.9% | -4.8% | +13.7% | +10.9% |
| 30D | +6.2% | -10.6% | +16.8% | +10.8% |
| 3M | -2.7% | -13.2% | +10.5% | +2.4% |
| 6M | -8.4% | -20.3% | +12.0% | -0.4% |
| YTD | -7.2% | -9.3% | +2.1% | -5.1% |
| 1Y | -20.9% | -2.7% | -18.2% | -22.0% |
| All | +373.4% | +1.6% | +371.8% | +348.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling