-50.0%
VTRS vs TXT
+107.7%
-157.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.2% |
| 7D | -2.2% | +2.5% | -4.7% | -3.2% |
| 30D | +3.3% | -8.9% | +12.2% | +7.3% |
| 3M | +2.0% | -13.6% | +15.5% | +7.9% |
| 6M | +19.9% | -13.1% | +33.0% | +26.3% |
| YTD | +35.7% | -7.0% | +42.8% | +38.4% |
| 1Y | +68.1% | -1.4% | +69.5% | +66.8% |
| 3Y | +87.1% | +7.0% | +80.1% | +75.5% |
| 5Y | +47.6% | +15.4% | +32.2% | +30.6% |
| All | -50.0% | +107.7% | -157.7% | -67.3% |
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