+80.5%
VTV vs TXT
+10.7%
+69.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -2.1% | -0.2% | -1.8% | -2.0% |
| 30D | -1.3% | -10.2% | +8.9% | +2.4% |
| 3M | +5.6% | -13.3% | +18.9% | +10.5% |
| 6M | +12.4% | -14.4% | +26.7% | +17.8% |
| YTD | +17.6% | -9.1% | +26.7% | +20.2% |
| 1Y | +23.5% | -2.2% | +25.7% | +22.5% |
| 3Y | +67.0% | +5.1% | +62.0% | +57.1% |
| 5Y | +80.5% | +12.8% | +67.7% | +60.1% |
| All | +80.5% | +10.7% | +69.8% | +60.1% |
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