+419.8%
TXN vs VMC
+156.6%
+263.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +3.0% | +3.5% |
| 7D | +4.0% | -3.8% | +7.7% | +5.4% |
| 30D | -2.9% | -9.7% | +6.8% | +0.8% |
| 3M | -9.1% | -9.6% | +0.5% | -6.1% |
| 6M | +36.6% | -4.8% | +41.5% | +38.3% |
| YTD | +57.5% | -10.9% | +68.4% | +62.5% |
| 1Y | +49.5% | -15.6% | +65.1% | +57.2% |
| 3Y | +76.5% | +19.3% | +57.2% | +61.1% |
| 5Y | +62.4% | +48.0% | +14.4% | +35.5% |
| All | +419.8% | +156.6% | +263.2% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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