-8.2%
VFC vs TXG
+372.5%
-380.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -1.6% | +1.8% | -3.4% | -2.0% |
| 30D | -11.6% | +32.0% | -43.6% | -16.8% |
| 3M | -18.1% | +87.0% | -105.1% | -28.8% |
| 6M | -27.4% | +180.1% | -207.4% | -42.8% |
| YTD | -24.8% | +284.1% | -308.9% | -44.3% |
| 1Y | -8.2% | +361.7% | -369.9% | -34.6% |
| All | -8.2% | +372.5% | -380.7% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling