+367.1%
VT vs TXT
+90.3%
+276.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | -0.3% | +10.6% | -10.9% | -3.6% |
| 30D | -1.4% | +14.4% | -15.8% | -5.7% |
| 3M | -1.4% | -2.7% | +1.4% | -1.0% |
| 6M | +5.5% | -4.7% | +10.1% | +6.2% |
| YTD | +12.8% | -0.5% | +13.4% | +11.7% |
| 1Y | +15.4% | +8.7% | +6.7% | +11.1% |
| 3Y | +76.9% | +12.1% | +64.8% | +66.5% |
| 5Y | +60.4% | +14.6% | +45.8% | +48.3% |
| 10Y | +232.8% | +124.7% | +108.1% | +135.2% |
| All | +367.1% | +90.3% | +276.7% | +219.4% |
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