+1,476.2%
VTR vs TXT
+290.5%
+1,185.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.3% |
| 7D | -0.3% | +2.5% | -2.8% | -1.2% |
| 30D | +1.1% | -8.9% | +10.0% | +4.3% |
| 3M | +7.9% | -13.6% | +21.5% | +13.1% |
| 6M | +6.2% | -13.1% | +19.3% | +10.6% |
| YTD | +17.7% | -7.0% | +24.7% | +19.4% |
| 1Y | +32.9% | -1.4% | +34.3% | +31.6% |
| 3Y | +129.7% | +7.0% | +122.7% | +116.0% |
| 5Y | +89.3% | +15.4% | +73.9% | +70.1% |
| 10Y | +99.1% | +106.1% | -6.9% | +38.8% |
| All | +1,476.2% | +290.5% | +1,185.6% | +488.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling