+213.7%
VT vs TXT
+112.2%
+101.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.9% |
| 7D | -2.3% | -2.5% | +0.2% | -1.5% |
| 30D | -5.0% | +14.4% | -19.3% | -9.6% |
| 3M | -4.9% | -4.9% | 0.0% | -3.7% |
| 6M | -1.5% | -10.2% | +8.7% | +1.4% |
| YTD | +8.5% | -4.1% | +12.6% | +8.5% |
| 1Y | +11.4% | +4.0% | +7.4% | +8.2% |
| 3Y | +70.1% | +8.0% | +62.1% | +60.0% |
| 5Y | +53.7% | +8.4% | +45.3% | +41.9% |
| All | +213.7% | +112.2% | +101.5% | +130.1% |
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