+67.8%
VTV vs TXT
+7.0%
+60.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | 0.0% |
| 7D | -1.1% | +2.5% | -3.6% | -1.8% |
| 30D | -1.0% | -8.9% | +7.8% | +1.8% |
| 3M | +4.6% | -13.6% | +18.2% | +9.1% |
| 6M | +13.5% | -13.1% | +26.6% | +17.8% |
| YTD | +18.5% | -7.0% | +25.5% | +19.7% |
| 1Y | +22.9% | -1.4% | +24.3% | +21.4% |
| 3Y | +67.8% | +7.0% | +60.9% | +56.5% |
| All | +67.8% | +7.0% | +60.8% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling