+8.0%
TXT vs VO
+60.2%
-52.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.8% |
| 7D | -2.5% | -2.6% | 0.0% | +0.2% |
| 30D | +14.4% | -0.9% | +15.3% | +15.6% |
| 3M | -4.9% | -3.0% | -1.9% | -1.8% |
| 6M | -10.2% | +2.2% | -12.4% | -12.5% |
| YTD | -4.1% | +10.6% | -14.7% | -14.2% |
| 1Y | +4.0% | +12.5% | -8.5% | -8.7% |
| 3Y | +8.0% | +61.4% | -53.4% | -32.2% |
| All | +8.0% | +60.2% | -52.2% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling