+294.5%
VTI vs TXT
+103.1%
+191.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.3% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | -1.9% | -10.2% | +8.3% | +2.0% |
| 3M | +4.5% | -13.3% | +17.8% | +9.8% |
| 6M | +12.6% | -14.4% | +26.9% | +18.4% |
| YTD | +12.0% | -9.1% | +21.1% | +14.6% |
| 1Y | +17.3% | -2.2% | +19.5% | +16.5% |
| 3Y | +75.3% | +5.1% | +70.3% | +66.4% |
| 5Y | +74.0% | +12.8% | +61.2% | +58.4% |
| All | +294.5% | +103.1% | +191.4% | +174.1% |
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