+228.7%
VTV vs TXT
+107.7%
+121.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.1% |
| 7D | -1.1% | +2.5% | -3.6% | -2.0% |
| 30D | -1.0% | -8.9% | +7.8% | +2.4% |
| 3M | +4.6% | -13.6% | +18.2% | +10.0% |
| 6M | +13.5% | -13.1% | +26.6% | +18.7% |
| YTD | +18.5% | -7.0% | +25.5% | +20.4% |
| 1Y | +22.9% | -1.4% | +24.3% | +21.8% |
| 3Y | +67.8% | +7.0% | +60.9% | +58.2% |
| 5Y | +81.8% | +15.4% | +66.4% | +62.9% |
| All | +228.7% | +107.7% | +121.0% | +116.2% |
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 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