+145.4%
VLO vs TXT
-3.0%
+148.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | +6.2% | +0.8% | +5.4% | +6.3% |
| 30D | +23.5% | -10.4% | +33.9% | +22.7% |
| 3M | +53.9% | -14.3% | +68.2% | +52.6% |
| 6M | +81.7% | -15.1% | +96.8% | +81.8% |
| YTD | +142.5% | -8.3% | +150.8% | +141.3% |
| 1Y | +145.4% | -0.7% | +146.1% | +150.1% |
| All | +145.4% | -3.0% | +148.4% | +150.1% |
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