+1,155.8%
VUG vs TXT
+259.1%
+896.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.5% |
| 7D | -3.4% | -2.5% | -0.9% | -2.7% |
| 30D | -11.1% | +14.4% | -25.5% | -14.7% |
| 3M | -7.2% | -4.9% | -2.3% | -6.3% |
| 6M | -4.1% | -10.2% | +6.1% | -1.9% |
| YTD | +1.4% | -4.1% | +5.5% | +1.3% |
| 1Y | +1.9% | +4.0% | -2.1% | -0.6% |
| 3Y | +77.7% | +8.0% | +69.8% | +69.6% |
| 5Y | +57.6% | +8.4% | +49.2% | +49.4% |
| 10Y | +398.6% | +116.6% | +282.0% | +266.8% |
| All | +1,155.8% | +259.1% | +896.7% | +602.1% |
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 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