+1,250.4%
VUG vs TXT
+239.8%
+1,010.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.1% | -4.8% | +4.7% | +1.3% |
| 30D | -0.3% | -10.6% | +10.3% | +2.9% |
| 3M | -0.7% | -13.2% | +12.5% | +3.1% |
| 6M | +14.6% | -20.3% | +35.0% | +21.7% |
| YTD | +9.0% | -9.3% | +18.3% | +11.1% |
| 1Y | +14.9% | -2.7% | +17.6% | +14.5% |
| 3Y | +86.0% | +1.4% | +84.7% | +81.3% |
| 5Y | +76.7% | +9.6% | +67.1% | +67.7% |
| 10Y | +411.3% | +94.9% | +316.4% | +288.5% |
| All | +1,250.4% | +239.8% | +1,010.6% | +670.2% |
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