+121.0%
VTR vs TXT
+89.4%
+31.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +5.5% | +13.3% | -7.9% | -0.6% |
| 3M | -0.9% | -5.0% | +4.0% | +0.8% |
| 6M | -0.4% | -8.4% | +8.0% | +2.5% |
| YTD | +17.0% | -4.0% | +21.0% | +16.8% |
| 1Y | +18.0% | +2.8% | +15.2% | +13.9% |
| 3Y | +127.4% | +10.3% | +117.1% | +104.0% |
| 5Y | +92.3% | +9.2% | +83.1% | +68.7% |
| All | +121.0% | +89.4% | +31.6% | +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 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