+1,466.8%
VTR vs TXT
+303.3%
+1,163.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 3M | -0.9% | -5.0% | +4.0% | +0.5% |
| 6M | -0.4% | -8.4% | +8.0% | +1.9% |
| YTD | +17.0% | -4.0% | +21.0% | +17.0% |
| 1Y | +18.0% | +2.8% | +15.2% | +15.0% |
| 3Y | +127.4% | +10.3% | +117.1% | +111.0% |
| 5Y | +92.3% | +9.2% | +83.1% | +76.2% |
| 10Y | +129.6% | +89.6% | +40.0% | +64.2% |
| All | +1,466.8% | +303.3% | +1,163.5% | +477.2% |
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