+32.7%
VFC vs TXT
+2.5%
+30.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -1.7% |
| 7D | -1.4% | -1.1% | -0.3% | -0.8% |
| 30D | +24.6% | +13.3% | +11.4% | +14.8% |
| 3M | +38.4% | -5.1% | +43.6% | +42.9% |
| 6M | +15.3% | -7.1% | +22.4% | +19.6% |
| YTD | +12.7% | -3.2% | +16.0% | +9.0% |
| 1Y | +32.7% | +2.3% | +30.4% | +15.4% |
| All | +32.7% | +2.5% | +30.2% | +15.4% |
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