-29.4%
VST vs TXT
-6.9%
-22.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.6% | -4.5% | -5.8% |
| 7D | -19.9% | -2.5% | -17.4% | -19.4% |
| 30D | -29.7% | +12.8% | -42.5% | -31.7% |
| 3M | -19.6% | -3.6% | -15.9% | -16.3% |
| 6M | -29.4% | -6.9% | -22.5% | -24.8% |
| All | -29.4% | -6.9% | -22.5% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling