-22.4%
VFC vs TXG
+41.0%
-63.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -3.1% |
| 7D | -2.3% | +9.1% | -11.5% | -5.3% |
| 30D | -13.4% | +14.9% | -28.2% | -17.8% |
| 3M | -23.7% | +120.0% | -143.7% | -43.6% |
| 6M | -24.5% | +221.8% | -246.3% | -52.4% |
| YTD | -27.8% | +312.6% | -340.4% | -59.3% |
| 1Y | -13.5% | +398.4% | -411.9% | -56.2% |
| All | -22.4% | +41.0% | -63.5% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling