+5.0%
TXT vs VO
+58.9%
-53.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | -4.8% | -0.3% | -4.5% | -4.5% |
| 30D | -10.6% | -0.3% | -10.3% | -10.3% |
| 3M | -13.2% | +2.9% | -16.1% | -15.9% |
| 6M | -20.3% | +9.3% | -29.7% | -27.6% |
| YTD | -9.3% | +14.2% | -23.4% | -21.3% |
| 1Y | -2.7% | +15.3% | -17.9% | -16.4% |
| All | +5.0% | +58.9% | -53.9% | -31.9% |
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