-13.3%
VFC vs TXT
-2.3%
-11.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.2% |
| 7D | +0.8% | -0.2% | +1.1% | +1.0% |
| 30D | -11.9% | -11.1% | -0.9% | -4.9% |
| 3M | -20.2% | -13.0% | -7.2% | -13.2% |
| 6M | -23.0% | -16.2% | -6.8% | -14.3% |
| YTD | -26.2% | -8.7% | -17.5% | -23.9% |
| 1Y | -13.3% | -3.8% | -9.6% | -17.8% |
| All | -13.3% | -2.3% | -11.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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