+8.0%
TXT vs VLTO
+69.5%
-61.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.2% |
| 7D | -2.5% | +5.4% | -7.9% | -4.5% |
| 30D | +14.4% | +22.3% | -7.9% | +5.7% |
| 3M | -4.9% | +19.6% | -24.5% | -11.5% |
| 6M | -10.2% | +35.2% | -45.4% | -21.1% |
| YTD | -4.1% | +17.9% | -22.0% | -10.4% |
| 1Y | +4.0% | +19.5% | -15.6% | -3.8% |
| 3Y | +8.0% | +73.9% | -66.0% | -6.6% |
| All | +8.0% | +69.5% | -61.5% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling