+77.4%
VTI vs TXT
+5.7%
+71.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +0.6% | -0.2% | +0.9% | +0.7% |
| 30D | -1.1% | -11.1% | +10.0% | +2.7% |
| 3M | +3.9% | -13.0% | +16.9% | +8.3% |
| 6M | +14.6% | -16.2% | +30.8% | +20.7% |
| YTD | +13.3% | -8.7% | +22.0% | +15.0% |
| 1Y | +19.2% | -3.8% | +22.9% | +18.3% |
| 3Y | +77.4% | +5.5% | +71.9% | +65.0% |
| All | +77.4% | +5.7% | +71.7% | +65.0% |
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 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