+116.6%
TXN vs VLTO
+55.4%
+61.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.2% |
| 7D | +12.3% | +0.8% | +11.5% | +12.0% |
| 30D | +9.1% | +18.7% | -9.6% | +2.3% |
| 3M | +13.5% | +21.7% | -8.2% | +5.3% |
| 6M | +6.9% | +35.8% | -28.9% | -6.2% |
| YTD | +84.0% | +18.3% | +65.8% | +72.7% |
| 1Y | +95.8% | +20.9% | +74.9% | +80.8% |
| 3Y | +130.3% | +68.8% | +61.5% | +91.9% |
| All | +116.6% | +55.4% | +61.2% | +83.8% |
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