+65.0%
TXG vs VLTO
+26.2%
+38.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.3% |
| 7D | +9.4% | -1.6% | +10.9% | +10.6% |
| 30D | +26.1% | -2.9% | +28.9% | +28.7% |
| 3M | +124.8% | +12.7% | +112.1% | +103.2% |
| 6M | +215.2% | +1.6% | +213.7% | +208.2% |
| YTD | +302.2% | -4.0% | +306.2% | +311.9% |
| 1Y | +370.9% | -10.2% | +381.1% | +408.8% |
| All | +65.0% | +26.2% | +38.8% | +36.0% |
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