+348.0%
VT vs TXT
+87.2%
+260.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -3.6% |
| 7D | -4.2% | -2.5% | -1.6% | -3.4% |
| 30D | -5.8% | +12.8% | -18.6% | -9.5% |
| 3M | -5.2% | -3.6% | -1.6% | -4.6% |
| 6M | +0.1% | -6.9% | +7.1% | +1.6% |
| YTD | +8.2% | -2.2% | +10.4% | +7.7% |
| 1Y | +10.1% | +6.3% | +3.8% | +6.8% |
| 3Y | +69.7% | +10.3% | +59.4% | +60.5% |
| 5Y | +53.4% | +10.6% | +42.7% | +43.3% |
| 10Y | +219.2% | +121.0% | +98.2% | +126.8% |
| All | +348.0% | +87.2% | +260.8% | +208.0% |
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