+20,427.4%
TXN vs VMC
+3,191.4%
+17,236.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | +2.2% | -0.5% | +2.7% | +2.4% |
| 30D | -9.5% | -9.1% | -0.4% | -6.4% |
| 3M | -10.5% | -4.1% | -6.4% | -9.5% |
| 6M | +35.4% | -5.5% | +40.9% | +37.4% |
| YTD | +51.8% | -8.9% | +60.7% | +55.4% |
| 1Y | +42.9% | -12.9% | +55.9% | +48.5% |
| 3Y | +71.3% | +22.1% | +49.2% | +55.8% |
| 5Y | +58.0% | +52.7% | +5.3% | +31.4% |
| 10Y | +393.3% | +152.7% | +240.5% | +220.3% |
| All | +20,427.4% | +3,191.4% | +17,236.0% | +4,822.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling