+242.5%
TXT vs VO
+827.2%
-584.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.1% |
| 7D | -4.8% | -0.3% | -4.5% | -4.4% |
| 30D | -10.6% | -0.3% | -10.3% | -10.2% |
| 3M | -13.2% | +2.9% | -16.1% | -16.6% |
| 6M | -20.3% | +9.3% | -29.7% | -29.4% |
| YTD | -9.3% | +14.2% | -23.4% | -24.3% |
| 1Y | -2.7% | +15.3% | -17.9% | -19.9% |
| 3Y | +1.4% | +56.2% | -54.9% | -45.3% |
| 5Y | +9.6% | +42.4% | -32.9% | -33.7% |
| 10Y | +94.9% | +194.7% | -99.8% | -55.7% |
| All | +242.5% | +827.2% | -584.8% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling