+743.6%
VLO vs TXT
+115.3%
+628.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.7% | +1.6% |
| 7D | -6.5% | -3.5% | -3.0% | -4.4% |
| 30D | -17.8% | +15.2% | -32.9% | -25.2% |
| 3M | +19.6% | -4.5% | +24.1% | +21.5% |
| 6M | +49.3% | -6.1% | +55.4% | +51.4% |
| YTD | +122.4% | -2.0% | +124.3% | +115.6% |
| 1Y | +107.4% | +4.2% | +103.2% | +92.9% |
| 3Y | +223.1% | +14.4% | +208.7% | +175.0% |
| 5Y | +432.2% | +12.3% | +419.9% | +340.2% |
| 10Y | +743.6% | +101.8% | +641.8% | +350.7% |
| All | +743.6% | +115.3% | +628.3% | +350.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling