+1,181.0%
VUG vs TXT
+273.2%
+907.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | -8.9% | +17.1% | -25.9% | -13.2% |
| 3M | -5.9% | -2.6% | -3.3% | -5.6% |
| 6M | -3.3% | -4.6% | +1.3% | -2.7% |
| YTD | +3.4% | -0.3% | +3.8% | +2.2% |
| 1Y | +1.9% | +5.9% | -4.0% | -1.1% |
| 3Y | +76.9% | +14.4% | +62.5% | +66.1% |
| 5Y | +63.9% | +15.9% | +48.0% | +52.5% |
| 10Y | +396.2% | +99.6% | +296.6% | +272.8% |
| All | +1,181.0% | +273.2% | +907.8% | +608.4% |
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