+261.9%
TXT vs VO
+797.8%
-535.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.8% |
| 7D | -2.5% | -2.6% | 0.0% | +0.8% |
| 30D | +14.4% | -0.9% | +15.3% | +15.8% |
| 3M | -4.9% | -3.0% | -1.9% | -1.0% |
| 6M | -10.2% | +2.2% | -12.4% | -13.0% |
| YTD | -4.1% | +10.6% | -14.7% | -16.5% |
| 1Y | +4.0% | +12.5% | -8.5% | -11.7% |
| 3Y | +8.0% | +61.4% | -53.4% | -44.3% |
| 5Y | +8.4% | +33.4% | -25.0% | -28.3% |
| 10Y | +116.6% | +201.5% | -84.9% | -52.5% |
| All | +261.9% | +797.8% | -535.9% | -79.0% |
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