-81.6%
VFC vs TXG
+16.0%
-97.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | -1.6% | +1.8% | -3.4% | -2.1% |
| 30D | -11.6% | +32.0% | -43.6% | -18.5% |
| 3M | -18.1% | +87.0% | -105.1% | -31.8% |
| 6M | -27.4% | +180.1% | -207.4% | -46.2% |
| YTD | -24.8% | +284.1% | -308.9% | -49.3% |
| 1Y | -8.2% | +361.7% | -369.9% | -42.2% |
| 3Y | -29.1% | +15.9% | -45.0% | -43.0% |
| 5Y | -79.2% | -66.2% | -13.0% | -81.5% |
| All | -81.6% | +16.0% | -97.6% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling