+12.5%
TXT vs VLTO
+56.1%
-43.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | -3.5% | +2.0% | -5.6% | -4.2% |
| 30D | +15.2% | +21.8% | -6.6% | +7.1% |
| 3M | -4.5% | +20.2% | -24.7% | -10.8% |
| 6M | -6.1% | +36.3% | -42.4% | -17.0% |
| YTD | -2.0% | +18.8% | -20.8% | -8.4% |
| 1Y | +4.2% | +20.4% | -16.2% | -3.4% |
| 3Y | +14.4% | +71.9% | -57.5% | +1.0% |
| All | +12.5% | +56.1% | -43.6% | +0.4% |
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