+120.6%
VLO vs TXT
+9.2%
+111.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.8% |
| 7D | -6.0% | +10.6% | -16.6% | -5.5% |
| 30D | -12.9% | +14.4% | -27.3% | -12.3% |
| 3M | +18.3% | -2.7% | +21.1% | +18.6% |
| 6M | +46.4% | -4.7% | +51.1% | +46.7% |
| YTD | +127.7% | -0.5% | +128.3% | +122.6% |
| 1Y | +120.6% | +8.7% | +111.9% | +117.1% |
| All | +120.6% | +9.2% | +111.4% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling