+10.1%
TXT vs VLTO
+54.8%
-44.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.1% |
| 7D | -2.5% | +5.4% | -7.9% | -4.3% |
| 30D | +14.4% | +22.3% | -7.9% | +6.2% |
| 3M | -4.9% | +19.6% | -24.5% | -11.1% |
| 6M | -10.2% | +35.2% | -45.4% | -20.4% |
| YTD | -4.1% | +17.9% | -22.0% | -10.1% |
| 1Y | +4.0% | +19.5% | -15.6% | -3.4% |
| 3Y | +8.0% | +73.9% | -66.0% | -4.6% |
| All | +10.1% | +54.8% | -44.8% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling