+97.3%
VTR vs TXT
+103.1%
-5.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.0% | +1.6% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | +4.0% | -10.2% | +14.2% | +8.9% |
| 3M | +7.8% | -13.3% | +21.1% | +14.1% |
| 6M | +6.4% | -14.4% | +20.7% | +12.7% |
| YTD | +18.3% | -9.1% | +27.4% | +21.4% |
| 1Y | +33.9% | -2.2% | +36.1% | +32.3% |
| 3Y | +134.3% | +5.1% | +129.3% | +115.7% |
| 5Y | +90.3% | +12.8% | +77.4% | +63.8% |
| All | +97.3% | +103.1% | -5.8% | +6.1% |
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