+219.8%
VT vs TXT
+115.3%
+104.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.8% |
| 7D | +0.4% | -3.5% | +3.9% | +1.6% |
| 30D | -2.6% | +15.2% | -17.8% | -7.6% |
| 3M | -3.2% | -4.5% | +1.2% | -2.1% |
| 6M | +0.9% | -6.1% | +7.1% | +2.3% |
| YTD | +11.3% | -2.0% | +13.3% | +10.5% |
| 1Y | +14.0% | +4.2% | +9.8% | +10.7% |
| 3Y | +75.8% | +14.4% | +61.5% | +62.0% |
| 5Y | +57.8% | +12.3% | +45.5% | +43.9% |
| 10Y | +219.8% | +101.8% | +118.0% | +131.7% |
| All | +219.8% | +115.3% | +104.5% | +131.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling