+1,216.9%
VST vs TXT
+103.4%
+1,113.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 6M | -8.4% | -20.3% | +12.0% | -0.7% |
| YTD | -7.2% | -9.3% | +2.1% | -4.8% |
| 1Y | -20.9% | -2.7% | -18.2% | -21.3% |
| 3Y | +384.0% | +1.4% | +382.6% | +366.3% |
| 5Y | +757.1% | +9.6% | +747.5% | +687.5% |
| All | +1,216.9% | +103.4% | +1,113.4% | +796.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling