+199.0%
VLO vs TXT
+7.8%
+191.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.7% |
| 7D | -13.3% | -2.5% | -10.8% | -12.6% |
| 30D | -18.3% | +14.4% | -32.7% | -22.4% |
| 3M | +14.3% | -4.9% | +19.3% | +16.1% |
| 6M | +47.6% | -10.2% | +57.9% | +52.3% |
| YTD | +116.0% | -4.1% | +120.1% | +112.7% |
| 1Y | +101.0% | +4.0% | +97.0% | +89.0% |
| 3Y | +199.0% | +8.0% | +191.1% | +159.4% |
| All | +199.0% | +7.8% | +191.2% | +159.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling