+78.3%
TXN vs VLTO
+27.2%
+51.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.4% |
| 7D | -0.1% | -2.3% | +2.2% | +0.8% |
| 30D | -6.9% | -0.9% | -6.1% | -6.7% |
| 3M | -14.9% | +13.8% | -28.8% | -20.4% |
| 6M | +29.0% | +2.0% | +27.0% | +27.4% |
| YTD | +51.5% | -3.2% | +54.7% | +53.3% |
| 1Y | +41.6% | -9.2% | +50.7% | +48.4% |
| All | +78.3% | +27.2% | +51.1% | +63.1% |
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 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