+262.4%
VST vs TXT
+7.8%
+254.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.0% | +12.5% | +11.2% |
| 7D | -9.8% | -2.5% | -7.3% | -9.0% |
| 30D | -25.1% | +14.4% | -39.5% | -29.0% |
| 3M | -11.6% | -4.9% | -6.7% | -10.0% |
| 6M | -20.9% | -10.2% | -10.7% | -17.8% |
| YTD | -22.3% | -4.1% | -18.2% | -22.4% |
| 1Y | -32.0% | +4.0% | -36.0% | -34.8% |
| 3Y | +262.4% | +8.0% | +254.4% | +236.8% |
| All | +262.4% | +7.8% | +254.6% | +236.8% |
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