+35,889.1%
VLO vs TXT
+2,070.1%
+33,819.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +5.2% | -4.8% | +10.0% | +7.2% |
| 30D | +22.6% | -10.6% | +33.2% | +27.8% |
| 3M | +43.8% | -13.2% | +56.9% | +50.9% |
| 6M | +65.7% | -20.3% | +86.1% | +78.4% |
| YTD | +131.1% | -9.3% | +140.4% | +135.9% |
| 1Y | +143.6% | -2.7% | +146.3% | +140.9% |
| 3Y | +201.4% | +1.4% | +200.0% | +191.8% |
| 5Y | +568.9% | +9.6% | +559.3% | +519.0% |
| 10Y | +891.8% | +94.9% | +796.9% | +635.0% |
| All | +35,889.1% | +2,070.1% | +33,819.1% | +15,053.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling