+500.1%
VST vs TXT
+11.0%
+489.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.6% | -4.5% | -5.5% |
| 7D | -19.9% | -2.5% | -17.4% | -19.1% |
| 30D | -29.7% | +12.8% | -42.5% | -33.3% |
| 3M | -19.6% | -3.6% | -15.9% | -18.6% |
| 6M | -29.4% | -6.9% | -22.5% | -27.7% |
| YTD | -29.7% | -2.2% | -27.6% | -30.3% |
| 1Y | -40.0% | +6.3% | -46.3% | -42.9% |
| 3Y | +231.0% | +10.3% | +220.7% | +200.2% |
| 5Y | +500.1% | +10.6% | +489.4% | +420.3% |
| All | +500.1% | +11.0% | +489.0% | +420.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling