+22.2%
VFC vs TXG
+180.6%
-158.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.8% | +3.3% |
| 7D | +1.6% | -1.8% | +3.5% | +1.7% |
| 30D | +25.5% | -20.4% | +45.9% | +26.0% |
| 3M | +41.3% | +0.1% | +41.2% | +35.6% |
| 6M | +22.2% | +176.2% | -154.0% | +7.0% |
| All | +22.2% | +180.6% | -158.4% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling