+276.1%
TXT vs VO
+822.0%
-545.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | +17.1% | +0.5% | +16.6% | +16.2% |
| 3M | -2.6% | -1.1% | -1.5% | -1.3% |
| 6M | -4.6% | +6.4% | -10.9% | -12.5% |
| YTD | -0.3% | +13.5% | -13.9% | -16.3% |
| 1Y | +5.9% | +13.6% | -7.7% | -11.2% |
| 3Y | +14.4% | +65.2% | -50.8% | -42.8% |
| 5Y | +15.9% | +37.7% | -21.9% | -26.6% |
| 10Y | +99.6% | +198.4% | -98.8% | -55.5% |
| All | +276.1% | +822.0% | -545.9% | -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