-79.0%
VFC vs TXG
-64.0%
-14.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | -3.3% | +5.0% | -8.3% | -4.7% |
| 30D | -14.0% | +13.5% | -27.5% | -17.5% |
| 3M | -22.6% | +128.0% | -150.6% | -40.5% |
| 6M | -24.7% | +224.4% | -249.2% | -48.8% |
| YTD | -29.0% | +307.0% | -336.0% | -55.4% |
| 1Y | -13.8% | +427.2% | -441.0% | -51.1% |
| 3Y | -28.2% | +40.2% | -68.4% | -46.6% |
| 5Y | -79.0% | -64.0% | -15.0% | -83.5% |
| All | -79.0% | -64.0% | -14.9% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling