+75.8%
VT vs TXT
+1.6%
+74.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.4% | -4.8% | +5.2% | +1.9% |
| 30D | +1.0% | -10.6% | +11.6% | +4.4% |
| 3M | +2.4% | -13.2% | +15.6% | +6.5% |
| 6M | +12.0% | -20.3% | +32.3% | +19.5% |
| YTD | +15.3% | -9.3% | +24.6% | +17.5% |
| 1Y | +22.6% | -2.7% | +25.3% | +21.6% |
| All | +75.8% | +1.6% | +74.2% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling