+560.5%
VLO vs TXT
+10.4%
+550.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +5.2% | -4.8% | +10.0% | +7.3% |
| 30D | +22.6% | -10.6% | +33.2% | +28.3% |
| 3M | +43.8% | -13.2% | +56.9% | +51.4% |
| 6M | +65.7% | -20.3% | +86.1% | +80.3% |
| YTD | +131.1% | -9.3% | +140.4% | +134.9% |
| 1Y | +143.6% | -2.7% | +146.3% | +137.5% |
| 3Y | +201.4% | +1.4% | +200.0% | +181.8% |
| All | +560.5% | +10.4% | +550.1% | +468.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling