+38.4%
VFC vs TXG
+254.8%
-216.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.8% | +3.4% |
| 7D | +1.6% | -1.8% | +3.5% | +1.8% |
| 30D | +25.5% | -20.4% | +45.9% | +28.0% |
| 3M | +41.3% | +0.1% | +41.2% | +35.6% |
| 6M | +22.2% | +176.2% | -154.0% | -8.2% |
| YTD | +16.4% | +256.8% | -240.4% | -17.2% |
| 1Y | +38.4% | +255.9% | -217.5% | -1.6% |
| All | +38.4% | +254.8% | -216.4% | -1.6% |
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