+25.8%
VTEB vs TXT
+105.8%
-80.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.5% |
| 7D | -0.7% | +0.8% | -1.5% | -0.7% |
| 30D | -2.1% | -10.4% | +8.4% | -1.8% |
| 3M | -2.7% | -14.3% | +11.7% | -2.3% |
| 6M | -2.1% | -15.1% | +13.0% | -1.8% |
| YTD | -1.1% | -8.3% | +7.2% | -1.0% |
| 1Y | +1.3% | -0.7% | +2.0% | +1.3% |
| 3Y | +9.0% | +6.0% | +3.0% | +8.5% |
| 5Y | +1.5% | +12.5% | -11.0% | +0.7% |
| 10Y | +18.5% | +103.2% | -84.7% | +12.6% |
| All | +25.8% | +105.8% | -80.0% | +20.1% |
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 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