+740.0%
VTV vs TXT
+259.6%
+480.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | +1.6% | -5.0% | +6.5% | +2.8% |
| 6M | +11.2% | -8.4% | +19.6% | +13.4% |
| YTD | +22.0% | -4.0% | +26.0% | +22.1% |
| 1Y | +24.9% | +2.8% | +22.1% | +22.3% |
| 3Y | +78.5% | +10.3% | +68.2% | +68.6% |
| 5Y | +77.8% | +9.2% | +68.6% | +66.0% |
| 10Y | +231.1% | +89.6% | +141.5% | +144.3% |
| All | +740.0% | +259.6% | +480.4% | +332.3% |
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