+566.5%
VTRS vs TXT
+2,092.6%
-1,526.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -3.5% | +0.8% | -4.3% | -3.7% |
| 30D | +2.1% | -10.4% | +12.5% | +5.4% |
| 3M | +2.6% | -14.3% | +17.0% | +7.1% |
| 6M | +17.8% | -15.1% | +32.9% | +23.0% |
| YTD | +35.7% | -8.3% | +44.0% | +38.3% |
| 1Y | +63.5% | -0.7% | +64.2% | +62.6% |
| 3Y | +85.1% | +6.0% | +79.1% | +78.9% |
| 5Y | +42.5% | +12.5% | +30.0% | +33.7% |
| 10Y | -48.2% | +103.2% | -151.4% | -60.5% |
| All | +566.5% | +2,092.6% | -1,526.1% | +62.0% |
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 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