+97.4%
TXT vs VO
+192.5%
-95.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.3% |
| 7D | -0.2% | +0.6% | -0.8% | -1.0% |
| 30D | -11.1% | -1.1% | -10.0% | -9.9% |
| 3M | -13.0% | +4.5% | -17.5% | -17.7% |
| 6M | -16.2% | +11.1% | -27.3% | -26.4% |
| YTD | -8.7% | +13.5% | -22.3% | -22.0% |
| 1Y | -3.8% | +14.5% | -18.3% | -18.7% |
| 3Y | +5.5% | +58.1% | -52.6% | -40.5% |
| 5Y | +12.3% | +43.3% | -31.0% | -28.3% |
| 10Y | +97.4% | +193.2% | -95.8% | -44.7% |
| All | +97.4% | +192.5% | -95.1% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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