+12.3%
TXT vs VLTO
+54.1%
-41.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.5% | +12.0% | -14.6% | -6.5% |
| 30D | +12.8% | +20.8% | -8.0% | +5.3% |
| 3M | -3.6% | +20.1% | -23.7% | -10.0% |
| 6M | -6.9% | +32.6% | -39.6% | -16.9% |
| YTD | -2.2% | +17.3% | -19.5% | -8.1% |
| 1Y | +6.3% | +17.3% | -11.0% | -0.4% |
| 3Y | +10.3% | +66.9% | -56.6% | -1.9% |
| All | +12.3% | +54.1% | -41.8% | +0.7% |
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