+63.6%
TXG vs VLTO
+56.1%
+7.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.8% | +8.9% | +9.3% |
| 7D | +5.5% | +2.0% | +3.5% | +4.5% |
| 30D | -19.3% | +21.8% | -41.1% | -29.8% |
| 3M | +25.0% | +20.2% | +4.8% | +9.8% |
| 6M | +201.2% | +36.3% | +164.8% | +137.6% |
| YTD | +298.8% | +18.8% | +280.0% | +251.5% |
| 1Y | +326.6% | +20.4% | +306.2% | +269.5% |
| 3Y | +78.3% | +71.9% | +6.4% | +21.0% |
| All | +63.6% | +56.1% | +7.5% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling