+92.3%
TXN vs VLTO
+54.8%
+37.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | -7.8% | +5.4% | -13.2% | -9.5% |
| 30D | -3.6% | +22.3% | -25.9% | -10.6% |
| 3M | +0.1% | +19.6% | -19.5% | -6.5% |
| 6M | -3.2% | +35.2% | -38.4% | -15.0% |
| YTD | +63.4% | +17.9% | +45.5% | +53.4% |
| 1Y | +75.6% | +19.5% | +56.1% | +63.1% |
| 3Y | +104.0% | +73.9% | +30.1% | +68.4% |
| All | +92.3% | +54.8% | +37.4% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling