+55.6%
VFC vs TXG
+406.9%
-351.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.4% | +1.0% | +4.0% |
| 7D | +21.5% | -19.3% | +40.7% | +24.4% |
| 30D | +46.7% | -30.9% | +77.6% | +53.1% |
| 3M | +38.4% | +41.1% | -2.7% | +25.6% |
| 6M | +15.2% | +211.9% | -196.7% | -12.8% |
| YTD | +17.8% | +314.0% | -296.2% | -15.3% |
| 1Y | +55.6% | +405.4% | -349.8% | +7.6% |
| All | +55.6% | +406.9% | -351.3% | +7.6% |
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