+77.7%
VTV vs TXT
+8.5%
+69.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +3.8% | +13.3% | -9.6% | -0.9% |
| 3M | +1.6% | -5.0% | +6.5% | +3.0% |
| 6M | +11.2% | -8.4% | +19.6% | +13.7% |
| YTD | +22.0% | -4.0% | +26.0% | +21.9% |
| 1Y | +24.9% | +2.8% | +22.1% | +21.5% |
| 3Y | +78.5% | +10.3% | +68.2% | +64.6% |
| All | +77.7% | +8.5% | +69.1% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling