+33,533.0%
VLO vs TXT
+2,193.3%
+31,339.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.6% |
| 7D | -13.3% | -2.5% | -10.8% | -12.5% |
| 30D | -18.3% | +14.4% | -32.7% | -22.9% |
| 3M | +14.3% | -4.9% | +19.3% | +15.7% |
| 6M | +47.6% | -10.2% | +57.9% | +51.7% |
| YTD | +116.0% | -4.1% | +120.1% | +114.5% |
| 1Y | +101.0% | +4.0% | +97.0% | +93.2% |
| 3Y | +199.0% | +8.0% | +191.1% | +181.1% |
| 5Y | +419.0% | +8.4% | +410.6% | +379.5% |
| 10Y | +778.2% | +116.6% | +661.6% | +523.0% |
| All | +33,533.0% | +2,193.3% | +31,339.7% | +13,676.0% |
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