+419.8%
TXN vs VFC
-69.1%
+488.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.4% | -0.5% | +2.7% |
| 7D | +4.0% | -1.4% | +5.4% | +4.3% |
| 30D | -2.9% | -9.0% | +6.1% | -0.5% |
| 3M | -9.1% | -24.2% | +15.1% | -3.1% |
| 6M | +36.6% | -18.5% | +55.1% | +41.7% |
| YTD | +57.5% | -25.9% | +83.4% | +66.6% |
| 1Y | +49.5% | -13.0% | +62.5% | +49.8% |
| 3Y | +76.5% | -20.3% | +96.9% | +60.3% |
| 5Y | +62.4% | -78.1% | +140.5% | +129.8% |
| All | +419.8% | -69.1% | +488.9% | +557.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling