+93.8%
VTR vs TXT
+10.3%
+83.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | +0.7% | -1.1% | +1.8% | +1.0% |
| 30D | +6.9% | +13.3% | -6.3% | +3.0% |
| 3M | +1.3% | -5.1% | +6.5% | +2.5% |
| 6M | +2.5% | -7.1% | +9.6% | +4.0% |
| YTD | +18.0% | -3.2% | +21.2% | +17.6% |
| 1Y | +19.5% | +2.3% | +17.1% | +17.0% |
| 3Y | +130.2% | +11.1% | +119.1% | +111.4% |
| 5Y | +93.8% | +10.0% | +83.8% | +76.0% |
| All | +93.8% | +10.3% | +83.5% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling