+897.3%
VST vs TXT
+119.3%
+778.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.1% |
| 3M | -19.6% | -3.6% | -15.9% | -18.8% |
| 6M | -29.4% | -6.9% | -22.5% | -27.9% |
| YTD | -29.7% | -2.2% | -27.6% | -30.3% |
| 1Y | -40.0% | +6.3% | -46.3% | -42.5% |
| 3Y | +231.0% | +10.3% | +220.7% | +207.9% |
| 5Y | +500.1% | +10.6% | +489.4% | +446.9% |
| 10Y | +1,004.2% | +121.0% | +883.2% | +626.0% |
| All | +897.3% | +119.3% | +778.0% | +556.7% |
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