+20,389.3%
TXN vs VFC
+845.1%
+19,544.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.0% |
| 7D | -0.1% | -1.6% | +1.5% | +0.5% |
| 30D | -6.9% | -11.6% | +4.7% | -3.2% |
| 3M | -14.9% | -18.1% | +3.2% | -10.3% |
| 6M | +29.0% | -27.4% | +56.4% | +40.2% |
| YTD | +51.5% | -24.8% | +76.3% | +61.6% |
| 1Y | +41.6% | -8.2% | +49.8% | +39.4% |
| 3Y | +65.8% | -29.1% | +94.9% | +54.0% |
| 5Y | +56.8% | -79.2% | +136.0% | +121.3% |
| 10Y | +387.5% | -68.1% | +455.6% | +445.9% |
| All | +20,389.3% | +845.1% | +19,544.2% | +6,211.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling