+70.1%
TXN vs VFC
-28.9%
+98.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.6% |
| 7D | +2.0% | -4.0% | +5.9% | +2.7% |
| 30D | -8.0% | -14.6% | +6.6% | -5.3% |
| 3M | -7.8% | -23.1% | +15.3% | -3.7% |
| 6M | +32.4% | -25.2% | +57.7% | +37.9% |
| YTD | +51.7% | -29.5% | +81.2% | +59.0% |
| 1Y | +44.3% | -14.4% | +58.7% | +44.7% |
| All | +70.1% | -28.9% | +98.9% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling